+88.7%
JEPQ vs VFC
-71.8%
+160.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -0.7% | -4.0% | +3.3% | -0.2% |
| 30D | +0.6% | -14.6% | +15.2% | +2.4% |
| 3M | +5.8% | -23.1% | +28.9% | +8.7% |
| 6M | +9.7% | -25.2% | +34.9% | +12.7% |
| YTD | +10.5% | -29.5% | +40.0% | +14.2% |
| 1Y | +18.4% | -14.4% | +32.8% | +18.9% |
| 3Y | +70.3% | -28.7% | +99.1% | +67.3% |
| All | +88.7% | -71.8% | +160.5% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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