+243.5%
NEM vs JEPI
+29.2%
+214.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -3.3% | -2.0% | -1.3% | -1.0% |
| 30D | +7.8% | -2.0% | +9.9% | +10.4% |
| 3M | +36.3% | +3.8% | +32.5% | +30.9% |
| 6M | +6.6% | +0.8% | +5.7% | +5.7% |
| YTD | +27.1% | +3.7% | +23.4% | +23.0% |
| 1Y | +62.3% | +7.1% | +55.2% | +52.3% |
| All | +243.5% | +29.2% | +214.3% | +172.5% |
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