+10.3%
VCIT vs JEPI
+94.5%
-84.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -0.8% | -0.6% | -0.2% | -0.6% |
| 3M | -0.5% | +4.8% | -5.3% | -1.4% |
| 6M | -1.4% | +2.1% | -3.5% | -1.8% |
| YTD | -0.8% | +4.8% | -5.6% | -1.7% |
| 1Y | +0.3% | +8.4% | -8.1% | -1.3% |
| 3Y | +19.2% | +30.8% | -11.6% | +12.6% |
| 5Y | +3.6% | +41.0% | -37.4% | -4.1% |
| All | +10.3% | +94.5% | -84.3% | -3.8% |
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