+17.4%
NXPI vs JEPI
+29.2%
-11.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.5% |
| 7D | +0.7% | -2.0% | +2.7% | +5.4% |
| 30D | -4.2% | -2.0% | -2.2% | +0.2% |
| 3M | -20.4% | +3.8% | -24.2% | -27.3% |
| 6M | +12.5% | +0.8% | +11.7% | +10.2% |
| YTD | +5.2% | +3.7% | +1.5% | -3.3% |
| 1Y | +5.1% | +7.1% | -2.0% | -10.1% |
| All | +17.4% | +29.2% | -11.8% | -25.3% |
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