+94.2%
JEPI vs VCLT
-8.8%
+103.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.0% | -1.4% | +0.4% | -0.6% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | +3.5% | -4.8% | +8.3% | +5.0% |
| 6M | +1.9% | -2.6% | +4.5% | +2.7% |
| YTD | +4.4% | -3.3% | +7.8% | +5.4% |
| 1Y | +7.2% | -4.8% | +12.0% | +8.7% |
| 3Y | +29.8% | +11.5% | +18.2% | +25.7% |
| 5Y | +41.7% | -17.0% | +58.7% | +44.0% |
| All | +94.2% | -8.8% | +103.0% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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