+76.0%
NOC vs JEPI
+94.5%
-18.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.5% |
| 30D | -8.9% | -0.6% | -8.3% | -8.5% |
| 3M | -3.7% | +4.8% | -8.5% | -6.7% |
| 6M | -30.8% | +2.1% | -32.9% | -31.8% |
| YTD | -7.9% | +4.8% | -12.8% | -10.9% |
| 1Y | -9.4% | +8.4% | -17.9% | -14.4% |
| 3Y | +29.0% | +30.8% | -1.8% | +4.3% |
| 5Y | +56.1% | +41.0% | +15.1% | +16.6% |
| All | +76.0% | +94.5% | -18.5% | -19.1% |
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