+9.4%
VCIT vs JEPI
+98.2%
-88.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +1.8% | +1.4% | +0.4% | +1.5% |
| 3M | -1.6% | +1.3% | -2.8% | -1.8% |
| 6M | -2.1% | +6.3% | -8.4% | -3.3% |
| YTD | -1.6% | +6.8% | -8.4% | -2.9% |
| 1Y | -0.8% | +9.8% | -10.6% | -2.7% |
| 3Y | +19.9% | +36.0% | -16.1% | +12.4% |
| 5Y | +3.3% | +43.4% | -40.1% | -4.7% |
| All | +9.4% | +98.2% | -88.8% | -5.0% |
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