+40.8%
JEPI vs VO
+40.2%
+0.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -2.0% | -2.5% | +0.4% | -0.7% |
| 30D | -2.0% | -3.2% | +1.2% | -0.2% |
| 3M | +3.8% | +3.9% | -0.1% | +1.6% |
| 6M | +0.8% | +9.6% | -8.8% | -4.3% |
| YTD | +3.7% | +11.6% | -7.9% | -2.6% |
| 1Y | +7.1% | +12.6% | -5.5% | 0.0% |
| 3Y | +29.4% | +55.4% | -26.0% | +1.4% |
| 5Y | +40.8% | +41.8% | -1.1% | +12.2% |
| All | +40.8% | +40.2% | +0.6% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling