+24.6%
JEPQ vs VG
-35.7%
+60.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.3% |
| 7D | +1.1% | +3.8% | -2.7% | +0.9% |
| 30D | +1.3% | +7.2% | -5.9% | +1.0% |
| 3M | +4.7% | +22.8% | -18.1% | +3.5% |
| 6M | +10.6% | +33.2% | -22.6% | +7.7% |
| YTD | +11.4% | +124.8% | -113.4% | +3.2% |
| 1Y | +19.4% | +15.8% | +3.6% | +16.6% |
| All | +24.6% | -35.7% | +60.3% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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