+90.2%
JEPQ vs NIO
-78.5%
+168.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +1.1% | -4.1% | +5.2% | +1.4% |
| 30D | +1.3% | -23.2% | +24.6% | +3.6% |
| 3M | +4.7% | -29.9% | +34.6% | +7.8% |
| 6M | +10.6% | -25.1% | +35.7% | +12.7% |
| YTD | +11.4% | -27.5% | +38.9% | +13.7% |
| 1Y | +19.4% | -41.1% | +60.5% | +23.5% |
| 3Y | +71.7% | -63.1% | +134.8% | +79.2% |
| All | +90.2% | -78.5% | +168.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling