-11.0%
NCLH vs JEPI
+30.1%
-41.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | 0.0% |
| 7D | -4.8% | -1.0% | -3.8% | -2.4% |
| 30D | -21.7% | -1.4% | -20.2% | -18.8% |
| 3M | -22.2% | +3.5% | -25.8% | -28.4% |
| 6M | -27.5% | +1.9% | -29.5% | -30.1% |
| YTD | -33.6% | +4.4% | -38.0% | -39.0% |
| 1Y | -45.0% | +7.2% | -52.2% | -52.1% |
| 3Y | -11.0% | +29.8% | -40.8% | -43.4% |
| All | -11.0% | +30.1% | -41.1% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling