+87.8%
NUE vs JEPI
+10.9%
+76.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -4.1% |
| 7D | -1.4% | +1.5% | -2.9% | -3.2% |
| 30D | +6.6% | +3.6% | +3.0% | +1.9% |
| 3M | -2.0% | +2.3% | -4.3% | -4.8% |
| 6M | +19.2% | +5.6% | +13.6% | +11.0% |
| YTD | +65.6% | +7.5% | +58.1% | +49.1% |
| 1Y | +87.8% | +10.6% | +77.3% | +62.0% |
| All | +87.8% | +10.9% | +76.9% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling