+194.9%
NET vs JEPQ
+85.3%
+109.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -4.5% |
| 7D | -16.4% | -4.9% | -11.4% | -6.5% |
| 30D | -25.8% | -6.7% | -19.2% | -13.7% |
| 3M | -11.5% | -3.0% | -8.5% | -4.8% |
| 6M | +18.9% | +1.4% | +17.5% | +14.7% |
| YTD | +35.2% | +6.5% | +28.8% | +16.4% |
| 1Y | +14.5% | +8.4% | +6.1% | -5.4% |
| 3Y | +313.8% | +63.5% | +250.3% | +19.4% |
| All | +194.9% | +85.3% | +109.6% | -26.6% |
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