+95.0%
NEM vs JEPQ
+94.0%
+1.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 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% | +27.1% |
| 6M | +9.6% | +10.4% | -0.8% | +3.5% |
| YTD | +27.8% | +11.4% | +16.4% | +20.2% |
| 1Y | +60.7% | +18.9% | +41.8% | +46.2% |
| 3Y | +245.3% | +70.3% | +175.0% | +156.6% |
| All | +95.0% | +94.0% | +1.0% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling