+412.1%
NTAP vs JEPI
+93.8%
+318.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +7.5% |
| 7D | +7.4% | -1.0% | +8.4% | +9.0% |
| 30D | -1.4% | -1.4% | +0.1% | +0.7% |
| 3M | +24.6% | +3.5% | +21.0% | +18.5% |
| 6M | +105.9% | +1.9% | +104.0% | +99.8% |
| YTD | +88.5% | +4.4% | +84.1% | +77.2% |
| 1Y | +62.1% | +7.2% | +54.9% | +46.9% |
| 3Y | +169.1% | +29.8% | +139.3% | +87.5% |
| 5Y | +141.9% | +41.7% | +100.1% | +50.0% |
| All | +412.1% | +93.8% | +318.3% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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