-52.9%
NVO vs JEPQ
+70.7%
-123.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.7% |
| 7D | -7.6% | -0.2% | -7.4% | -7.5% |
| 30D | -6.0% | +0.8% | -6.7% | -6.5% |
| 3M | -0.8% | +4.0% | -4.7% | -4.3% |
| 6M | +16.5% | +10.4% | +6.1% | +6.4% |
| YTD | -11.1% | +11.4% | -22.6% | -18.9% |
| 1Y | -16.7% | +18.9% | -35.6% | -27.5% |
| 3Y | -52.9% | +70.3% | -123.2% | -69.9% |
| All | -52.9% | +70.7% | -123.6% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling