-39.3%
VG vs JEPI
+11.0%
-50.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +1.7% | -0.3% | +2.0% | +2.1% |
| 30D | +16.0% | +0.1% | +15.9% | +15.7% |
| 3M | +9.7% | +4.8% | +5.0% | +2.2% |
| 6M | +29.6% | +1.0% | +28.6% | +27.6% |
| YTD | +112.0% | +5.5% | +106.5% | +89.7% |
| 1Y | +12.8% | +9.2% | +3.6% | -5.4% |
| All | -39.3% | +11.0% | -50.3% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling