+70.3%
JEPQ vs NTR
+36.8%
+33.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +0.8% | +16.8% | -16.0% | -0.3% |
| 3M | +4.0% | +20.7% | -16.8% | +2.5% |
| 6M | +10.4% | +0.5% | +9.9% | +10.3% |
| YTD | +11.4% | +29.2% | -17.8% | +8.3% |
| 1Y | +18.9% | +39.6% | -20.7% | +14.3% |
| 3Y | +70.3% | +37.9% | +32.4% | +61.7% |
| All | +70.3% | +36.8% | +33.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling