+93.8%
JEPI vs VCLT
-7.8%
+101.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.1% | 0.0% | -1.2% | -1.1% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | +3.3% | -2.9% | +6.2% | +4.2% |
| 6M | +1.0% | -4.0% | +5.0% | +2.2% |
| YTD | +4.2% | -2.2% | +6.5% | +4.9% |
| 1Y | +7.9% | -2.6% | +10.5% | +8.7% |
| 3Y | +30.0% | +12.3% | +17.7% | +25.7% |
| 5Y | +40.9% | -16.4% | +57.3% | +42.9% |
| All | +93.8% | -7.8% | +101.6% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling