+90.2%
JEPQ vs VCLT
+5.2%
+85.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.2% | -1.4% | +1.2% | +0.4% |
| 30D | +0.8% | -1.2% | +2.0% | +1.3% |
| 3M | +4.0% | -4.8% | +8.7% | +6.1% |
| 6M | +10.4% | -2.6% | +13.0% | +11.6% |
| YTD | +11.4% | -3.3% | +14.8% | +13.0% |
| 1Y | +18.9% | -4.8% | +23.7% | +21.4% |
| 3Y | +70.3% | +11.5% | +58.8% | +62.0% |
| All | +90.2% | +5.2% | +85.0% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling