+75.8%
JEPQ vs NVD
-99.2%
+174.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | +0.1% |
| 7D | +1.1% | +0.5% | +0.5% | +1.2% |
| 30D | +1.3% | -9.3% | +10.6% | +0.5% |
| 3M | +4.7% | -22.1% | +26.8% | +2.7% |
| 6M | +10.6% | -45.8% | +56.4% | +4.9% |
| YTD | +11.4% | -46.7% | +58.1% | +6.1% |
| 1Y | +19.4% | -59.5% | +78.9% | +11.3% |
| 3Y | +71.7% | -99.2% | +170.9% | +13.3% |
| All | +75.8% | -99.2% | +174.9% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling