+96.1%
JEPI vs NIO
+11.8%
+84.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -0.3% | -13.0% | +12.7% | +0.1% |
| 30D | +0.1% | -18.3% | +18.4% | +0.8% |
| 3M | +4.8% | -33.2% | +38.0% | +6.2% |
| 6M | +1.0% | -21.5% | +22.5% | +1.6% |
| YTD | +5.5% | -25.5% | +31.0% | +6.2% |
| 1Y | +9.2% | -38.0% | +47.2% | +10.5% |
| 3Y | +31.2% | -65.5% | +96.6% | +33.2% |
| 5Y | +41.4% | -90.6% | +131.9% | +45.4% |
| All | +96.1% | +11.8% | +84.3% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling