+119.1%
NSC vs JEPI
+95.7%
+23.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -5.5% | -0.3% | -5.2% | -5.1% |
| 30D | -3.2% | +0.1% | -3.4% | -3.4% |
| 3M | +7.7% | +4.8% | +2.9% | +0.9% |
| 6M | +4.5% | +1.0% | +3.5% | +3.1% |
| YTD | +15.6% | +5.5% | +10.1% | +7.3% |
| 1Y | +19.8% | +9.2% | +10.6% | +6.0% |
| 3Y | +70.1% | +31.2% | +38.9% | +17.0% |
| 5Y | +46.1% | +41.4% | +4.8% | -8.6% |
| All | +119.1% | +95.7% | +23.3% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling