+29.3%
NSC vs JEPI
+43.6%
-14.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -3.4% | +0.6% | -4.0% | -4.2% |
| 30D | +3.6% | +1.6% | +2.0% | +1.5% |
| 3M | -1.4% | +1.3% | -2.7% | -3.1% |
| 6M | +6.0% | +6.5% | -0.5% | -2.7% |
| YTD | +15.5% | +6.9% | +8.6% | +5.5% |
| 1Y | +16.2% | +9.4% | +6.8% | +2.9% |
| 3Y | +76.9% | +35.0% | +42.0% | +18.3% |
| 5Y | +29.3% | +43.2% | -13.9% | -18.7% |
| All | +29.3% | +43.6% | -14.3% | -18.7% |
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