+9.2%
JEPI vs VFC
-6.8%
+16.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.6% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +0.1% | -11.6% | +11.8% | +1.2% |
| 3M | +4.8% | -18.1% | +22.9% | +6.3% |
| 6M | +1.0% | -27.4% | +28.4% | +3.1% |
| YTD | +5.5% | -24.8% | +30.3% | +7.2% |
| 1Y | +9.2% | -8.2% | +17.4% | +8.2% |
| All | +9.2% | -6.8% | +16.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling