+94.2%
JEPI vs NTNX
+176.6%
-82.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.0% | -3.1% | +2.1% | -0.8% |
| 30D | -1.4% | +2.0% | -3.4% | -1.6% |
| 3M | +3.5% | +34.0% | -30.4% | +1.3% |
| 6M | +1.9% | +72.4% | -70.5% | -2.3% |
| YTD | +4.4% | +27.5% | -23.1% | +2.2% |
| 1Y | +7.2% | -18.7% | +25.9% | +8.3% |
| 3Y | +29.8% | +80.8% | -51.0% | +22.3% |
| 5Y | +41.7% | +54.5% | -12.8% | +31.5% |
| All | +94.2% | +176.6% | -82.5% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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