+31.8%
JEPI vs NVD
-99.1%
+130.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.3% |
| 7D | -2.0% | +9.0% | -11.1% | -1.7% |
| 30D | -2.0% | -5.5% | +3.4% | -2.1% |
| 3M | +3.8% | -24.6% | +28.4% | +2.9% |
| 6M | +0.8% | -42.1% | +42.9% | -0.9% |
| YTD | +3.7% | -44.3% | +48.1% | +2.0% |
| 1Y | +7.1% | -54.2% | +61.3% | +4.7% |
| 3Y | +29.4% | -99.1% | +128.5% | +10.3% |
| All | +31.8% | -99.1% | +130.9% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling