+29.8%
JEPI vs VIVK
-100.0%
+129.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +0.7% |
| 7D | -1.0% | -4.4% | +3.4% | -1.0% |
| 30D | -1.4% | -40.8% | +39.4% | -1.3% |
| 3M | +3.5% | -94.1% | +97.7% | +4.1% |
| 6M | +1.9% | -98.2% | +100.1% | +2.7% |
| YTD | +4.4% | -98.0% | +102.4% | +5.0% |
| 1Y | +7.2% | -100.0% | +107.2% | +8.9% |
| 3Y | +29.8% | -100.0% | +129.8% | +27.2% |
| All | +29.8% | -100.0% | +129.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling