+90.2%
JEPQ vs NTAP
+174.1%
-83.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | +1.3% | -7.0% | +8.4% | +3.1% |
| 3M | +4.7% | +12.3% | -7.6% | +1.2% |
| 6M | +10.6% | +85.1% | -74.5% | -8.2% |
| YTD | +11.4% | +74.8% | -63.3% | -6.3% |
| 1Y | +19.4% | +52.7% | -33.3% | +4.4% |
| 3Y | +71.7% | +147.7% | -76.0% | +22.6% |
| All | +90.2% | +174.1% | -83.9% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling