+142.5%
NEM vs JEPI
+93.4%
+49.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.8% |
| 7D | +3.1% | -1.1% | +4.2% | +4.2% |
| 30D | +10.0% | -1.3% | +11.3% | +11.3% |
| 3M | +30.9% | +3.3% | +27.5% | +27.1% |
| 6M | +10.5% | +1.0% | +9.5% | +9.7% |
| YTD | +29.7% | +4.2% | +25.5% | +25.5% |
| 1Y | +71.1% | +7.9% | +63.2% | +60.7% |
| 3Y | +252.1% | +30.0% | +222.1% | +183.3% |
| 5Y | +157.7% | +40.9% | +116.8% | +94.2% |
| All | +142.5% | +93.4% | +49.1% | +30.0% |
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