+40.9%
JEPI vs NIO
-90.3%
+131.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | -1.3% | -23.2% | +22.0% | -0.2% |
| 3M | +3.3% | -29.9% | +33.3% | +4.9% |
| 6M | +1.0% | -25.1% | +26.1% | +1.9% |
| YTD | +4.2% | -27.5% | +31.7% | +5.3% |
| 1Y | +7.9% | -41.1% | +49.0% | +9.7% |
| 3Y | +30.0% | -63.1% | +93.2% | +32.5% |
| 5Y | +40.9% | -90.4% | +131.3% | +47.5% |
| All | +40.9% | -90.3% | +131.2% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling