+15.7%
VG vs JEPI
+7.8%
+7.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +2.7% |
| 7D | +9.6% | -1.0% | +10.6% | +8.4% |
| 30D | +15.2% | -1.4% | +16.6% | +13.5% |
| 3M | +24.1% | +3.5% | +20.5% | +27.0% |
| 6M | +27.2% | +1.9% | +25.2% | +34.4% |
| YTD | +132.3% | +4.4% | +127.9% | +118.1% |
| 1Y | +15.7% | +7.2% | +8.5% | +4.5% |
| All | +15.7% | +7.8% | +7.9% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling