+165.7%
NXPI vs JEPI
+93.8%
+72.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.0% |
| 7D | +3.9% | -1.0% | +4.8% | +6.1% |
| 30D | +1.4% | -1.4% | +2.8% | +4.4% |
| 3M | -21.5% | +3.5% | -25.1% | -27.3% |
| 6M | +19.4% | +1.9% | +17.5% | +14.7% |
| YTD | +9.9% | +4.4% | +5.5% | +0.7% |
| 1Y | +7.9% | +7.2% | +0.7% | -6.1% |
| 3Y | +22.7% | +29.8% | -7.1% | -24.1% |
| 5Y | +22.1% | +41.7% | -19.7% | -33.9% |
| All | +165.7% | +93.8% | +72.0% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling