+94.2%
JEPI vs VO
+130.0%
-35.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | -1.4% | -3.0% | +1.6% | +0.2% |
| 3M | +3.5% | +2.8% | +0.7% | +2.0% |
| 6M | +1.9% | +10.9% | -9.0% | -3.6% |
| YTD | +4.4% | +12.5% | -8.0% | -1.9% |
| 1Y | +7.2% | +12.0% | -4.8% | +0.8% |
| 3Y | +29.8% | +56.3% | -26.5% | +3.0% |
| 5Y | +41.7% | +42.9% | -1.2% | +15.1% |
| All | +94.2% | +130.0% | -35.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling