+90.2%
JEPQ vs NTAP
+195.7%
-105.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | -1.3% |
| 7D | -0.2% | +7.4% | -7.5% | -2.0% |
| 30D | +0.8% | -1.4% | +2.1% | +0.9% |
| 3M | +4.0% | +24.6% | -20.6% | -2.2% |
| 6M | +10.4% | +105.9% | -95.5% | -11.0% |
| YTD | +11.4% | +88.5% | -77.1% | -8.1% |
| 1Y | +18.9% | +62.1% | -43.2% | +2.5% |
| 3Y | +70.3% | +169.1% | -98.8% | +18.8% |
| All | +90.2% | +195.7% | -105.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling