+93.8%
JEPI vs VIG
+135.1%
-41.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -1.1% | -1.2% | 0.0% | -0.3% |
| 30D | -1.3% | -2.8% | +1.6% | +0.7% |
| 3M | +3.3% | +2.5% | +0.9% | +1.6% |
| 6M | +1.0% | +8.1% | -7.1% | -4.4% |
| YTD | +4.2% | +9.6% | -5.3% | -2.3% |
| 1Y | +7.9% | +14.2% | -6.2% | -1.7% |
| 3Y | +30.0% | +56.1% | -26.1% | -4.4% |
| 5Y | +40.9% | +62.8% | -21.9% | -0.1% |
| All | +93.8% | +135.1% | -41.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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