+0.8%
JEPI vs NVD
-43.5%
+44.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.4% |
| 7D | -2.0% | +9.0% | -11.1% | -1.9% |
| 30D | -2.0% | -5.5% | +3.4% | -2.0% |
| 3M | +3.8% | -24.6% | +28.4% | +3.3% |
| 6M | +0.8% | -42.1% | +42.9% | -2.9% |
| All | +0.8% | -43.5% | +44.3% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling