+386.0%
NTAP vs JEPI
+94.5%
+291.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.8% |
| 7D | +3.3% | -0.2% | +3.5% | +3.6% |
| 30D | -0.2% | -0.6% | +0.4% | +0.6% |
| 3M | +11.4% | +4.8% | +6.6% | +4.0% |
| 6M | +88.7% | +2.1% | +86.6% | +82.6% |
| YTD | +78.9% | +4.8% | +74.1% | +67.1% |
| 1Y | +58.8% | +8.4% | +50.4% | +41.4% |
| 3Y | +153.5% | +30.8% | +122.7% | +74.6% |
| 5Y | +136.7% | +41.0% | +95.8% | +48.0% |
| All | +386.0% | +94.5% | +291.5% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling