+94.2%
JEPI vs VTEB
+6.8%
+87.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.4% |
| 30D | -1.4% | -2.5% | +1.1% | +0.2% |
| 3M | +3.5% | -3.0% | +6.5% | +5.5% |
| 6M | +1.9% | -2.1% | +4.1% | +3.3% |
| YTD | +4.4% | -1.5% | +5.9% | +5.5% |
| 1Y | +7.2% | +0.2% | +7.0% | +7.2% |
| 3Y | +29.8% | +8.6% | +21.2% | +22.9% |
| 5Y | +41.7% | +1.2% | +40.5% | +38.3% |
| All | +94.2% | +6.8% | +87.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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