+115.0%
NSC vs JEPI
+92.4%
+22.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | -1.4% | -2.0% | +0.7% | +1.4% |
| 30D | -3.4% | -2.0% | -1.4% | -0.7% |
| 3M | +5.1% | +3.8% | +1.3% | -0.3% |
| 6M | +9.2% | +0.8% | +8.4% | +7.9% |
| YTD | +13.4% | +3.7% | +9.7% | +7.8% |
| 1Y | +20.8% | +7.1% | +13.7% | +9.7% |
| 3Y | +76.1% | +29.4% | +46.7% | +23.4% |
| 5Y | +45.3% | +40.8% | +4.5% | -8.8% |
| All | +115.0% | +92.4% | +22.5% | -20.9% |
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