-32.5%
NVDL vs JEPI
+7.1%
-39.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -3.3% | -15.3% | -11.2% |
| 7D | -28.8% | -2.7% | -26.1% | -23.1% |
| 30D | -44.0% | -0.3% | -43.7% | -42.3% |
| 3M | -35.6% | -1.3% | -34.3% | -32.6% |
| 6M | -25.3% | +2.5% | -27.8% | -27.6% |
| YTD | -23.3% | +4.0% | -27.3% | -28.7% |
| 1Y | -32.5% | +6.8% | -39.3% | -39.4% |
| All | -32.5% | +7.1% | -39.6% | -39.4% |
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 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