+208.5%
NET vs JEPQ
+94.3%
+114.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.6% |
| 7D | -7.0% | +0.7% | -7.7% | -8.2% |
| 30D | -4.8% | +2.0% | -6.8% | -8.3% |
| 3M | +3.8% | +2.0% | +1.8% | -1.2% |
| 6M | +50.0% | +10.4% | +39.6% | +18.9% |
| YTD | +41.5% | +11.6% | +29.9% | +9.7% |
| 1Y | +32.8% | +20.7% | +12.1% | -13.6% |
| 3Y | +335.9% | +70.8% | +265.1% | +15.3% |
| All | +208.5% | +94.3% | +114.3% | -30.8% |
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