+93.8%
JEPI vs VRSN
+35.5%
+58.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -1.3% | -1.9% | +0.6% | -0.9% |
| 3M | +3.3% | +1.4% | +2.0% | +2.8% |
| 6M | +1.0% | +19.0% | -18.0% | -3.5% |
| YTD | +4.2% | +19.2% | -15.0% | -0.7% |
| 1Y | +7.9% | +1.7% | +6.2% | +6.8% |
| 3Y | +30.0% | +41.4% | -11.4% | +16.9% |
| 5Y | +40.9% | +31.7% | +9.3% | +26.0% |
| All | +93.8% | +35.5% | +58.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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