+88.7%
JEPQ vs NVT
+373.8%
-285.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -0.7% | +2.0% | -2.7% | -1.2% |
| 30D | +0.6% | -7.2% | +7.7% | +2.3% |
| 3M | +5.8% | -0.9% | +6.7% | +5.2% |
| 6M | +9.7% | +42.6% | -32.9% | -2.0% |
| YTD | +10.5% | +52.9% | -42.3% | -3.6% |
| 1Y | +18.4% | +64.5% | -46.1% | +0.6% |
| 3Y | +70.3% | +178.0% | -107.7% | +15.8% |
| All | +88.7% | +373.8% | -285.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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