+90.2%
JEPQ vs VYM
+69.2%
+21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.2% |
| 7D | -0.2% | -0.8% | +0.6% | +0.5% |
| 30D | +0.8% | -2.2% | +3.0% | +2.8% |
| 3M | +4.0% | +3.1% | +0.9% | +1.2% |
| 6M | +10.4% | +9.7% | +0.7% | +1.7% |
| YTD | +11.4% | +14.9% | -3.5% | -1.4% |
| 1Y | +18.9% | +17.6% | +1.3% | +3.1% |
| 3Y | +70.3% | +65.3% | +5.0% | +9.2% |
| All | +90.2% | +69.2% | +21.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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