+68.9%
JEPQ vs VIG
+54.7%
+14.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -0.7% | -2.2% | +1.6% | +1.6% |
| 30D | +0.6% | -3.2% | +3.8% | +3.8% |
| 3M | +5.8% | +3.0% | +2.8% | +2.7% |
| 6M | +9.7% | +8.1% | +1.5% | +1.4% |
| YTD | +10.5% | +9.1% | +1.5% | +1.4% |
| 1Y | +18.4% | +12.6% | +5.8% | +5.2% |
| All | +68.9% | +54.7% | +14.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling