+101.1%
JEPI vs NIO
-14.7%
+115.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | 0.0% |
| 7D | +2.7% | -14.5% | +17.2% | +3.3% |
| 30D | +2.5% | -15.0% | +17.5% | +3.1% |
| 3M | +1.9% | -35.6% | +37.5% | +3.5% |
| 6M | +7.7% | -55.7% | +63.4% | +10.7% |
| YTD | +8.2% | -43.1% | +51.3% | +9.9% |
| 1Y | +10.4% | -53.5% | +63.9% | +12.9% |
| 3Y | +36.5% | -59.8% | +96.3% | +38.0% |
| 5Y | +44.2% | -93.2% | +137.4% | +49.8% |
| All | +101.1% | -14.7% | +115.8% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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