-38.0%
VG vs JEPI
+10.3%
-48.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.3% |
| 30D | +11.1% | -0.6% | +11.7% | +11.7% |
| 3M | +14.9% | +4.8% | +10.1% | +6.7% |
| 6M | +18.4% | +2.1% | +16.3% | +13.5% |
| YTD | +116.6% | +4.8% | +111.7% | +95.1% |
| 1Y | +9.4% | +8.4% | +0.9% | -7.5% |
| All | -38.0% | +10.3% | -48.3% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling