+43.4%
NVTS vs JEPI
+30.1%
+13.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +2.6% |
| 7D | -1.4% | -1.0% | -0.4% | +1.1% |
| 30D | -16.5% | -1.4% | -15.1% | -13.5% |
| 3M | -47.6% | +3.5% | -51.2% | -52.5% |
| 6M | +7.3% | +1.9% | +5.4% | +2.2% |
| YTD | +62.9% | +4.4% | +58.4% | +47.2% |
| 1Y | +91.3% | +7.2% | +84.1% | +63.3% |
| 3Y | +43.4% | +29.8% | +13.6% | -27.5% |
| All | +43.4% | +30.1% | +13.3% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling