+90.2%
JEPQ vs VTRS
+92.8%
-2.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | +0.8% | +3.3% | -2.5% | +0.2% |
| 3M | +4.0% | +2.0% | +2.0% | +3.3% |
| 6M | +10.4% | +19.9% | -9.6% | +6.2% |
| YTD | +11.4% | +35.7% | -24.3% | +4.6% |
| 1Y | +18.9% | +68.1% | -49.2% | +6.9% |
| 3Y | +70.3% | +87.1% | -16.8% | +44.2% |
| All | +90.2% | +92.8% | -2.6% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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