+8.4%
JEPQ vs VO
+16.3%
-7.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.2% |
| 7D | -4.9% | +1.0% | -5.9% | -5.7% |
| 30D | -6.7% | +2.6% | -9.3% | -8.6% |
| 3M | -3.0% | -0.3% | -2.7% | -2.7% |
| 6M | +1.4% | +7.6% | -6.2% | -4.3% |
| YTD | +6.5% | +14.7% | -8.3% | -4.9% |
| 1Y | +8.4% | +16.4% | -8.0% | -4.2% |
| All | +8.4% | +16.3% | -7.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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