+90.4%
JEPQ vs VCIT
+18.8%
+71.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.4% | +0.1% | +1.4% | +1.4% |
| 30D | +1.3% | -0.8% | +2.1% | +1.9% |
| 3M | +3.8% | -0.5% | +4.4% | +4.3% |
| 6M | +12.2% | -1.4% | +13.6% | +13.4% |
| YTD | +11.6% | -0.8% | +12.3% | +12.3% |
| 1Y | +19.9% | +0.3% | +19.6% | +19.7% |
| 3Y | +71.9% | +19.2% | +52.7% | +49.9% |
| All | +90.4% | +18.8% | +71.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling