+5.6%
NCLH vs JEPI
+93.8%
-88.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.1% |
| 7D | -4.8% | -1.0% | -3.8% | -2.6% |
| 30D | -21.7% | -1.4% | -20.2% | -18.9% |
| 3M | -22.2% | +3.5% | -25.8% | -28.0% |
| 6M | -27.5% | +1.9% | -29.5% | -29.8% |
| YTD | -33.6% | +4.4% | -38.0% | -38.7% |
| 1Y | -45.0% | +7.2% | -52.2% | -51.8% |
| 3Y | -11.0% | +29.8% | -40.8% | -46.6% |
| 5Y | -39.7% | +41.7% | -81.5% | -68.8% |
| All | +5.6% | +93.8% | -88.2% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 10y: compounded portfolio wealth divided by compounded JEPI 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…
10y analysis · Full analysis span regression · 6 months rolling