+75.8%
JEPQ vs NVD
-99.1%
+174.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.2% | +10.8% | -11.0% | +1.1% |
| 30D | +0.8% | +0.8% | 0.0% | +1.3% |
| 3M | +4.0% | -20.8% | +24.8% | +2.2% |
| 6M | +10.4% | -41.2% | +51.5% | +5.7% |
| YTD | +11.4% | -44.2% | +55.6% | +6.8% |
| 1Y | +18.9% | -54.2% | +73.1% | +12.4% |
| 3Y | +70.3% | -99.1% | +169.4% | +12.8% |
| All | +75.8% | -99.1% | +174.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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