+88.7%
JEPQ vs NTAP
+172.4%
-83.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | +0.6% | -7.5% | +8.0% | +2.4% |
| 3M | +5.8% | +14.6% | -8.8% | +1.7% |
| 6M | +9.7% | +91.0% | -81.4% | -9.9% |
| YTD | +10.5% | +73.7% | -63.2% | -6.9% |
| 1Y | +18.4% | +51.2% | -32.8% | +3.8% |
| 3Y | +70.3% | +146.1% | -75.8% | +21.8% |
| All | +88.7% | +172.4% | -83.7% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling