+8.4%
JEPQ vs NVDL
-23.5%
+31.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.8% |
| 7D | -4.9% | -14.0% | +9.1% | -3.0% |
| 30D | -6.7% | -31.2% | +24.5% | -2.0% |
| 3M | -3.0% | -15.5% | +12.5% | -1.5% |
| 6M | +1.4% | -10.3% | +11.6% | +0.9% |
| YTD | +6.5% | -5.8% | +12.2% | +3.3% |
| 1Y | +8.4% | -20.1% | +28.5% | +7.2% |
| All | +8.4% | -23.5% | +31.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling