+138.9%
NEM vs JEPI
+93.8%
+45.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | -1.0% | -1.0% | 0.0% | -0.1% |
| 30D | +7.8% | -1.4% | +9.3% | +9.3% |
| 3M | +30.2% | +3.5% | +26.7% | +26.2% |
| 6M | +9.6% | +1.9% | +7.7% | +7.9% |
| YTD | +27.8% | +4.4% | +23.4% | +23.4% |
| 1Y | +60.7% | +7.2% | +53.5% | +51.8% |
| 3Y | +245.3% | +29.8% | +215.5% | +178.2% |
| 5Y | +155.3% | +41.7% | +113.6% | +91.2% |
| All | +138.9% | +93.8% | +45.2% | +27.9% |
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