+94.2%
JEPI vs NTRS
+209.3%
-115.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -1.4% | -0.7% | -0.8% | -1.3% |
| 3M | +3.5% | +11.3% | -7.8% | +1.3% |
| 6M | +1.9% | +35.5% | -33.6% | -4.4% |
| YTD | +4.4% | +40.6% | -36.2% | -2.9% |
| 1Y | +7.2% | +49.2% | -42.0% | -1.7% |
| 3Y | +29.8% | +167.2% | -137.5% | +4.9% |
| 5Y | +41.7% | +94.9% | -53.2% | +19.7% |
| All | +94.2% | +209.3% | -115.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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