+193.5%
NRG vs JEPI
+41.5%
+152.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.6% |
| 7D | -4.7% | -1.0% | -3.7% | -3.2% |
| 30D | -6.0% | -1.4% | -4.5% | -3.8% |
| 3M | -8.0% | +3.5% | -11.5% | -12.8% |
| 6M | -23.2% | +1.9% | -25.1% | -25.2% |
| YTD | -28.1% | +4.4% | -32.5% | -32.3% |
| 1Y | -27.3% | +7.2% | -34.5% | -34.2% |
| 3Y | +208.7% | +29.8% | +178.9% | +117.9% |
| All | +193.5% | +41.5% | +152.0% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling