+70.3%
JEPQ vs VRSN
+44.6%
+25.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +0.8% | +3.8% | -3.0% | +0.4% |
| 3M | +4.0% | +5.0% | -1.0% | +3.4% |
| 6M | +10.4% | +24.9% | -14.5% | +6.4% |
| YTD | +11.4% | +21.6% | -10.2% | +7.8% |
| 1Y | +18.9% | +2.4% | +16.5% | +19.2% |
| 3Y | +70.3% | +47.3% | +22.9% | +53.1% |
| All | +70.3% | +44.6% | +25.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 3y: compounded portfolio wealth divided by compounded VRSN 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…
3y analysis · Full analysis span regression · 6 months rolling