+295.3%
VGT vs JEPI
+93.4%
+201.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.8% |
| 7D | +1.5% | -1.1% | +2.6% | +3.3% |
| 30D | +0.5% | -1.3% | +1.8% | +2.5% |
| 3M | +5.3% | +3.3% | +1.9% | -0.3% |
| 6M | +32.4% | +1.0% | +31.4% | +30.0% |
| YTD | +28.6% | +4.2% | +24.4% | +19.9% |
| 1Y | +37.6% | +7.9% | +29.7% | +21.1% |
| 3Y | +125.5% | +30.0% | +95.5% | +47.3% |
| 5Y | +135.2% | +40.9% | +94.3% | +37.1% |
| All | +295.3% | +93.4% | +201.9% | +35.8% |
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 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