+8.8%
JEPQ vs VLTO
+20.4%
-11.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +5.7% | +0.8% | +4.9% | +5.8% |
| 30D | -5.9% | +18.7% | -24.6% | -5.4% |
| 3M | -2.5% | +21.7% | -24.2% | -2.0% |
| 6M | +1.3% | +35.8% | -34.6% | +0.6% |
| YTD | +7.8% | +18.3% | -10.4% | +9.5% |
| 1Y | +8.8% | +20.9% | -12.1% | +10.4% |
| All | +8.8% | +20.4% | -11.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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