+170.5%
NET vs JEPQ
+74.3%
+96.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.0% | -2.3% | +4.2% |
| 7D | -21.2% | -9.5% | -11.7% | -2.3% |
| 30D | -31.1% | -12.3% | -18.8% | -8.7% |
| 3M | -16.5% | -8.5% | -8.0% | +1.4% |
| 6M | 0.0% | -5.0% | +5.1% | +10.5% |
| YTD | +24.0% | +0.1% | +23.9% | +21.3% |
| 1Y | +7.0% | +1.3% | +5.7% | +1.9% |
| 3Y | +279.6% | +53.8% | +225.8% | +24.4% |
| All | +170.5% | +74.3% | +96.2% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling