+10.6%
JEPI vs NVD
-27.4%
+37.9%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.8% |
| 7D | +1.5% | +15.0% | -13.5% | +1.8% |
| 30D | +3.6% | +39.3% | -35.7% | +4.3% |
| 3M | +2.3% | +3.1% | -0.8% | +2.5% |
| 6M | +5.6% | -19.0% | +24.6% | +5.3% |
| YTD | +7.5% | -35.5% | +43.0% | +5.6% |
| 1Y | +10.6% | -30.2% | +40.8% | +8.9% |
| All | +10.6% | -27.4% | +37.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling