-6.3%
NVTS vs JEPI
+41.5%
-47.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +3.2% |
| 7D | +9.7% | -0.2% | +9.9% | +10.2% |
| 30D | -13.6% | -0.6% | -13.0% | -12.5% |
| 3M | -51.0% | +4.8% | -55.8% | -56.7% |
| 6M | +46.3% | +2.1% | +44.2% | +38.7% |
| YTD | +68.1% | +4.8% | +63.2% | +50.8% |
| 1Y | +113.9% | +8.4% | +105.5% | +78.3% |
| 3Y | +45.3% | +30.8% | +14.5% | -19.5% |
| All | -6.3% | +41.5% | -47.8% | -51.5% |
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 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