+122.8%
NTAP vs JEPI
+39.8%
+83.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -1.0% | -2.0% | +1.1% | +1.9% |
| 30D | -7.5% | -2.0% | -5.5% | -4.8% |
| 3M | +14.6% | +3.8% | +10.8% | +8.7% |
| 6M | +91.0% | +0.8% | +90.2% | +88.3% |
| YTD | +73.7% | +3.7% | +70.0% | +64.9% |
| 1Y | +51.2% | +7.1% | +44.1% | +37.4% |
| 3Y | +146.1% | +29.4% | +116.7% | +74.4% |
| 5Y | +122.8% | +40.8% | +82.1% | +42.8% |
| All | +122.8% | +39.8% | +83.0% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling