+90.2%
JEPQ vs VMC
+49.3%
+40.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | -0.2% | -3.8% | +3.6% | +1.0% |
| 30D | +0.8% | -9.7% | +10.5% | +4.0% |
| 3M | +4.0% | -9.6% | +13.6% | +6.7% |
| 6M | +10.4% | -4.8% | +15.2% | +10.9% |
| YTD | +11.4% | -10.9% | +22.3% | +13.7% |
| 1Y | +18.9% | -15.6% | +34.5% | +23.5% |
| 3Y | +70.3% | +19.3% | +51.0% | +50.5% |
| All | +90.2% | +49.3% | +40.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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