+53.2%
NVO vs JEPI
+93.8%
-40.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.9% |
| 7D | -7.6% | -1.0% | -6.6% | -6.5% |
| 30D | -6.0% | -1.4% | -4.5% | -4.4% |
| 3M | -0.8% | +3.5% | -4.3% | -4.5% |
| 6M | +16.5% | +1.9% | +14.5% | +14.0% |
| YTD | -11.1% | +4.4% | -15.6% | -14.9% |
| 1Y | -16.7% | +7.2% | -23.9% | -22.2% |
| 3Y | -52.9% | +29.8% | -82.7% | -63.5% |
| 5Y | -3.0% | +41.7% | -44.7% | -30.7% |
| All | +53.2% | +93.8% | -40.6% | -19.0% |
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 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