+88.7%
JEPQ vs VMC
+48.1%
+40.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.7% | -3.7% | +3.0% | +0.5% |
| 30D | +0.6% | -12.8% | +13.3% | +4.8% |
| 3M | +5.8% | -7.9% | +13.7% | +7.9% |
| 6M | +9.7% | -7.5% | +17.2% | +11.2% |
| YTD | +10.5% | -11.6% | +22.2% | +13.0% |
| 1Y | +18.4% | -14.3% | +32.7% | +22.2% |
| 3Y | +70.3% | +18.5% | +51.8% | +50.8% |
| All | +88.7% | +48.1% | +40.6% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling