+41.5%
NU vs JEPI
+38.6%
+2.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -4.0% |
| 7D | -4.9% | -1.0% | -3.9% | -3.1% |
| 30D | +7.8% | -1.4% | +9.2% | +10.9% |
| 3M | +20.9% | +3.5% | +17.4% | +13.3% |
| 6M | +0.9% | +1.9% | -1.0% | -2.3% |
| YTD | -12.7% | +4.4% | -17.1% | -19.3% |
| 1Y | -6.4% | +7.2% | -13.6% | -17.6% |
| 3Y | +98.1% | +29.8% | +68.3% | +21.1% |
| All | +41.5% | +38.6% | +2.9% | -18.4% |
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