+29.8%
JEPI vs NVD
-99.1%
+128.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.0% | +10.8% | -11.8% | -0.6% |
| 30D | -1.4% | +0.8% | -2.2% | -1.3% |
| 3M | +3.5% | -20.8% | +24.4% | +2.9% |
| 6M | +1.9% | -41.2% | +43.1% | +0.3% |
| YTD | +4.4% | -44.2% | +48.6% | +2.7% |
| 1Y | +7.2% | -54.2% | +61.4% | +4.8% |
| 3Y | +29.8% | -99.1% | +128.9% | +10.0% |
| All | +29.8% | -99.1% | +128.9% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling