+20.7%
JEPQ vs VCLT
-0.4%
+21.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | +2.0% | -0.9% | +2.8% | +2.6% |
| 3M | +2.0% | -3.2% | +5.2% | +4.1% |
| 6M | +10.4% | -3.8% | +14.2% | +12.3% |
| YTD | +11.6% | -2.0% | +13.6% | +12.7% |
| 1Y | +20.7% | -0.8% | +21.5% | +22.2% |
| All | +20.7% | -0.4% | +21.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling