+88.7%
JEPQ vs NVMI
+264.4%
-175.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -0.7% | +3.8% | -4.4% | -1.5% |
| 30D | +0.6% | -7.6% | +8.1% | +2.1% |
| 3M | +5.8% | -28.0% | +33.8% | +12.6% |
| 6M | +9.7% | -15.3% | +25.0% | +11.3% |
| YTD | +10.5% | +11.5% | -0.9% | +4.4% |
| 1Y | +18.4% | +31.6% | -13.2% | +6.7% |
| 3Y | +70.3% | +207.0% | -136.7% | +12.5% |
| All | +88.7% | +264.4% | -175.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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