+61.5%
JEPQ vs VLTO
+54.8%
+6.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -5.6% | +5.4% | -11.0% | -6.5% |
| 30D | -11.3% | +22.3% | -33.6% | -14.6% |
| 3M | -6.5% | +19.6% | -26.1% | -9.7% |
| 6M | -3.6% | +35.2% | -38.7% | -9.8% |
| YTD | +2.2% | +17.9% | -15.6% | -0.9% |
| 1Y | +4.8% | +19.5% | -14.8% | +1.0% |
| 3Y | +56.3% | +73.9% | -17.6% | +41.7% |
| All | +61.5% | +54.8% | +6.7% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling