+65.9%
JEPQ vs VLTO
+56.3%
+9.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.4% | +1.6% | -3.0% | -1.6% |
| 30D | -8.6% | +22.0% | -30.6% | -12.0% |
| 3M | -4.5% | +21.9% | -26.4% | -8.1% |
| 6M | -1.3% | +36.5% | -37.8% | -7.8% |
| YTD | +5.0% | +19.0% | -14.0% | +1.6% |
| 1Y | +5.9% | +21.0% | -15.1% | +1.9% |
| 3Y | +58.0% | +69.9% | -11.9% | +43.9% |
| All | +65.9% | +56.3% | +9.6% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling