-56.7%
NKE vs JEPI
+93.8%
-150.5%
-77.4%
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% | -0.6% |
| 7D | -4.2% | -1.0% | -3.2% | -2.6% |
| 30D | -8.2% | -1.4% | -6.8% | -6.1% |
| 3M | -19.1% | +3.5% | -22.6% | -23.2% |
| 6M | -32.6% | +1.9% | -34.6% | -34.5% |
| YTD | -40.7% | +4.4% | -45.1% | -44.4% |
| 1Y | -48.9% | +7.2% | -56.1% | -53.9% |
| 3Y | -59.2% | +29.8% | -89.0% | -72.7% |
| 5Y | -75.3% | +41.7% | -117.1% | -85.3% |
| All | -56.7% | +93.8% | -150.5% | -84.6% |
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