+170.4%
NXT vs JEPI
+37.4%
+133.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.7% |
| 7D | -0.2% | -1.1% | +0.9% | +1.6% |
| 30D | -20.0% | -1.3% | -18.7% | -18.4% |
| 3M | -30.9% | +3.3% | -34.3% | -34.4% |
| 6M | -23.8% | +1.0% | -24.8% | -25.0% |
| YTD | -5.4% | +4.2% | -9.7% | -11.0% |
| 1Y | +28.0% | +7.9% | +20.1% | +14.9% |
| 3Y | +93.3% | +30.0% | +63.3% | +19.1% |
| All | +170.4% | +37.4% | +133.0% | +55.2% |
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