+90.4%
JEPQ vs NSC
+39.7%
+50.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +1.4% | -1.5% | +3.0% | +1.9% |
| 30D | +1.3% | -1.9% | +3.3% | +1.8% |
| 3M | +3.8% | +6.2% | -2.4% | +1.8% |
| 6M | +12.2% | +9.2% | +3.0% | +8.8% |
| YTD | +11.6% | +15.0% | -3.5% | +6.3% |
| 1Y | +19.9% | +21.1% | -1.2% | +12.3% |
| 3Y | +71.9% | +78.6% | -6.7% | +36.2% |
| All | +90.4% | +39.7% | +50.7% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 all: compounded portfolio wealth divided by compounded NSC 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…
all analysis · Full analysis span regression · 6 months rolling