+18.7%
VCIT vs JEPI
+36.7%
-17.9%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -1.4% | +2.7% | -4.1% | -1.9% |
| 30D | +0.6% | +2.5% | -2.0% | +0.1% |
| 3M | -2.2% | +1.9% | -4.2% | -2.6% |
| 6M | -2.3% | +7.7% | -10.1% | -3.6% |
| YTD | -2.2% | +8.2% | -10.3% | -3.6% |
| 1Y | -1.4% | +10.4% | -11.8% | -3.1% |
| 3Y | +18.7% | +36.5% | -17.8% | +9.2% |
| All | +18.7% | +36.7% | -17.9% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling