+245.3%
NEM vs JEPQ
+70.7%
+174.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +7.8% | +0.8% | +7.1% | +7.3% |
| 3M | +30.2% | +4.0% | +26.2% | +26.7% |
| 6M | +9.6% | +10.4% | -0.8% | +3.1% |
| YTD | +27.8% | +11.4% | +16.4% | +19.7% |
| 1Y | +60.7% | +18.9% | +41.8% | +45.9% |
| 3Y | +245.3% | +70.3% | +175.0% | +165.9% |
| All | +245.3% | +70.7% | +174.6% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 3y: compounded portfolio wealth divided by compounded JEPQ 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…
3y analysis · Full analysis span regression · 6 months rolling