+122.5%
NSC vs JEPI
+101.0%
+21.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.2% |
| 7D | +1.6% | +2.9% | -1.3% | -2.3% |
| 30D | +4.2% | +2.6% | +1.6% | +0.6% |
| 3M | -0.2% | +2.2% | -2.5% | -3.2% |
| 6M | +7.6% | +7.6% | 0.0% | -2.9% |
| YTD | +17.4% | +8.3% | +9.1% | +5.1% |
| 1Y | +18.3% | +9.7% | +8.6% | +4.0% |
| 3Y | +79.8% | +36.7% | +43.1% | +16.6% |
| 5Y | +34.3% | +44.4% | -10.1% | -18.4% |
| All | +122.5% | +101.0% | +21.5% | -22.9% |
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 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