+613.1%
NUE vs JEPI
+92.4%
+520.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.1% |
| 7D | -2.7% | -2.0% | -0.6% | +0.8% |
| 30D | -6.1% | -2.0% | -4.0% | -2.7% |
| 3M | +2.2% | +3.8% | -1.6% | -4.1% |
| 6M | +50.8% | +0.8% | +49.9% | +48.6% |
| YTD | +57.5% | +3.7% | +53.8% | +47.8% |
| 1Y | +82.5% | +7.1% | +75.4% | +62.0% |
| 3Y | +61.7% | +29.4% | +32.3% | +4.0% |
| 5Y | +145.1% | +40.8% | +104.4% | +39.2% |
| All | +613.1% | +92.4% | +520.7% | +111.1% |
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