+45.9%
NSC vs JEPI
+41.6%
+4.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.2% |
| 30D | -1.9% | -0.6% | -1.3% | -1.2% |
| 3M | +6.2% | +4.8% | +1.4% | -0.3% |
| 6M | +9.2% | +2.1% | +7.1% | +6.1% |
| YTD | +15.0% | +4.8% | +10.2% | +7.9% |
| 1Y | +21.1% | +8.4% | +12.6% | +8.4% |
| 3Y | +78.6% | +30.8% | +47.8% | +24.8% |
| 5Y | +45.9% | +41.0% | +4.9% | -6.2% |
| All | +45.9% | +41.6% | +4.3% | -6.2% |
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