+72.7%
NEE vs JEPI
+94.5%
-21.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.3% |
| 30D | -0.2% | -0.6% | +0.4% | +0.4% |
| 3M | +0.5% | +4.8% | -4.3% | -4.9% |
| 6M | -6.5% | +2.1% | -8.6% | -8.9% |
| YTD | +6.7% | +4.8% | +1.9% | +0.8% |
| 1Y | +23.6% | +8.4% | +15.2% | +12.2% |
| 3Y | +37.1% | +30.8% | +6.3% | -2.9% |
| 5Y | +10.9% | +41.0% | -30.0% | -28.6% |
| All | +72.7% | +94.5% | -21.8% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling