+74.5%
JEPQ vs VCIT
+17.8%
+56.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -11.3% | +1.9% | -13.2% | -12.6% |
| 3M | -6.5% | -1.4% | -5.1% | -5.4% |
| 6M | -3.6% | -2.1% | -1.4% | -1.9% |
| YTD | +2.2% | -1.6% | +3.9% | +3.6% |
| 1Y | +4.8% | -0.9% | +5.7% | +5.6% |
| 3Y | +56.3% | +20.0% | +36.3% | +35.5% |
| All | +74.5% | +17.8% | +56.7% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling