+9.6%
VCIT vs JEPI
+101.5%
-91.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +1.5% | +2.8% | -1.3% | +0.9% |
| 3M | -1.0% | +2.6% | -3.6% | -1.5% |
| 6M | -1.7% | +8.4% | -10.0% | -3.2% |
| YTD | -1.4% | +8.6% | -10.0% | -3.0% |
| 1Y | -0.9% | +10.4% | -11.3% | -2.9% |
| 3Y | +19.8% | +37.1% | -17.3% | +12.1% |
| 5Y | +4.6% | +45.5% | -40.9% | -3.8% |
| All | +9.6% | +101.5% | -91.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 10y: compounded portfolio wealth divided by compounded JEPI 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…
10y analysis · Full analysis span regression · 6 months rolling