+90.2%
JEPQ vs VTR
+79.5%
+10.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.1% | -2.9% | +4.0% | +1.5% |
| 30D | +1.3% | -2.8% | +4.1% | +1.7% |
| 3M | +4.7% | +9.0% | -4.3% | +2.6% |
| 6M | +10.6% | +5.0% | +5.7% | +9.1% |
| YTD | +11.4% | +16.9% | -5.5% | +7.4% |
| 1Y | +19.4% | +34.3% | -14.9% | +11.5% |
| 3Y | +71.7% | +131.6% | -59.9% | +38.6% |
| All | +90.2% | +79.5% | +10.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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