+155.9%
NUE vs JEPI
+41.5%
+114.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.4% |
| 7D | -0.6% | -1.0% | +0.4% | +1.1% |
| 30D | -4.6% | -1.4% | -3.1% | -2.2% |
| 3M | -0.3% | +3.5% | -3.9% | -6.1% |
| 6M | +51.9% | +1.9% | +50.0% | +47.0% |
| YTD | +60.0% | +4.4% | +55.6% | +48.5% |
| 1Y | +82.9% | +7.2% | +75.7% | +62.4% |
| 3Y | +66.0% | +29.8% | +36.2% | +6.8% |
| All | +155.9% | +41.5% | +114.4% | +43.7% |
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