+94.2%
JEPI vs VRSK
+16.6%
+77.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.0% | -5.2% | +4.2% | 0.0% |
| 30D | -1.4% | -2.3% | +0.9% | -1.1% |
| 3M | +3.5% | -2.9% | +6.5% | +3.6% |
| 6M | +1.9% | -12.8% | +14.7% | +4.2% |
| YTD | +4.4% | -20.8% | +25.3% | +8.9% |
| 1Y | +7.2% | -33.2% | +40.4% | +16.6% |
| 3Y | +29.8% | -26.6% | +56.3% | +36.3% |
| 5Y | +41.7% | -11.3% | +53.1% | +38.4% |
| All | +94.2% | +16.6% | +77.5% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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