+41.8%
JEPI vs NVMI
+261.9%
-220.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.4% | -8.4% | +7.0% | -0.7% |
| 3M | +3.5% | -33.6% | +37.1% | +7.1% |
| 6M | +1.9% | -14.7% | +16.6% | +2.1% |
| YTD | +4.4% | +13.2% | -8.8% | +1.1% |
| 1Y | +7.2% | +29.0% | -21.8% | +1.9% |
| 3Y | +29.8% | +215.0% | -185.2% | +6.1% |
| All | +41.8% | +261.9% | -220.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling