+90.2%
JEPQ vs NTRA
+813.4%
-723.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +0.8% | +4.1% | -3.3% | +0.2% |
| 3M | +4.0% | +50.0% | -46.1% | -2.3% |
| 6M | +10.4% | +67.3% | -56.9% | +1.4% |
| YTD | +11.4% | +43.6% | -32.1% | +4.5% |
| 1Y | +18.9% | +89.2% | -70.3% | +6.8% |
| 3Y | +70.3% | +502.5% | -432.3% | +29.0% |
| All | +90.2% | +813.4% | -723.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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