+76.1%
NOC vs JEPI
+93.8%
-17.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | +0.8% | -1.0% | +1.8% | +1.5% |
| 30D | -9.7% | -1.4% | -8.3% | -8.8% |
| 3M | -5.6% | +3.5% | -9.2% | -7.9% |
| 6M | -28.6% | +1.9% | -30.5% | -29.5% |
| YTD | -7.9% | +4.4% | -12.3% | -10.6% |
| 1Y | -9.5% | +7.2% | -16.7% | -13.8% |
| 3Y | +28.4% | +29.8% | -1.4% | +4.5% |
| 5Y | +59.0% | +41.7% | +17.2% | +17.7% |
| All | +76.1% | +93.8% | -17.6% | -18.8% |
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