+80.2%
JEPQ vs VCIT
+17.9%
+62.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -0.2% | +0.7% | -1.0% | -0.8% |
| 30D | -8.2% | +1.8% | -10.0% | -9.5% |
| 3M | -4.1% | -1.6% | -2.6% | -2.9% |
| 6M | -0.8% | -2.1% | +1.3% | +0.9% |
| YTD | +5.5% | -1.6% | +7.1% | +6.9% |
| 1Y | +8.4% | -0.8% | +9.2% | +9.1% |
| 3Y | +60.9% | +19.9% | +40.9% | +39.5% |
| All | +80.2% | +17.9% | +62.3% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling