+94.2%
JEPI vs VYM
+153.9%
-59.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.0% | -0.8% | -0.2% | -0.5% |
| 30D | -1.4% | -2.2% | +0.8% | 0.0% |
| 3M | +3.5% | +3.1% | +0.5% | +1.6% |
| 6M | +1.9% | +9.7% | -7.8% | -4.0% |
| YTD | +4.4% | +14.9% | -10.5% | -4.5% |
| 1Y | +7.2% | +17.6% | -10.4% | -3.4% |
| 3Y | +29.8% | +65.3% | -35.5% | -5.3% |
| 5Y | +41.7% | +78.7% | -37.0% | -0.6% |
| All | +94.2% | +153.9% | -59.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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