+10.5%
NEM vs JEPI
+2.3%
+8.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +2.4% |
| 7D | +3.1% | -1.1% | +4.2% | +5.3% |
| 30D | +10.0% | -1.3% | +11.3% | +12.7% |
| 3M | +30.9% | +3.3% | +27.5% | +23.0% |
| 6M | +10.5% | +1.0% | +9.5% | +8.7% |
| All | +10.5% | +2.3% | +8.2% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling