+103.7%
JEPQ vs NXT
+168.4%
-64.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.7% | -2.6% | +1.9% | -0.5% |
| 30D | +0.6% | -22.4% | +23.0% | +2.5% |
| 3M | +5.8% | -27.3% | +33.1% | +8.2% |
| 6M | +9.7% | -28.5% | +38.1% | +11.8% |
| YTD | +10.5% | -6.6% | +17.2% | +10.5% |
| 1Y | +18.4% | +20.4% | -2.0% | +16.2% |
| 3Y | +70.3% | +90.9% | -20.6% | +59.5% |
| All | +103.7% | +168.4% | -64.7% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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