+94.9%
JEPI vs VFC
-71.1%
+166.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.4% |
| 7D | -0.2% | +0.8% | -1.1% | -0.3% |
| 30D | -0.6% | -11.9% | +11.3% | +0.6% |
| 3M | +4.8% | -20.2% | +25.0% | +6.7% |
| 6M | +2.1% | -23.0% | +25.1% | +4.1% |
| YTD | +4.8% | -26.2% | +31.1% | +7.1% |
| 1Y | +8.4% | -13.3% | +21.8% | +8.7% |
| 3Y | +30.8% | -25.5% | +56.3% | +27.6% |
| 5Y | +41.0% | -78.1% | +119.1% | +59.1% |
| All | +94.9% | -71.1% | +166.0% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling