+616.1%
VLO vs JEPI
+40.5%
+575.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.2% |
| 7D | +6.2% | -1.1% | +7.4% | +7.4% |
| 30D | +23.5% | -1.3% | +24.8% | +25.0% |
| 3M | +53.9% | +3.3% | +50.5% | +48.5% |
| 6M | +81.7% | +1.0% | +80.7% | +78.8% |
| YTD | +142.5% | +4.2% | +138.2% | +130.1% |
| 1Y | +145.4% | +7.9% | +137.5% | +123.8% |
| 3Y | +197.3% | +30.0% | +167.3% | +124.8% |
| All | +616.1% | +40.5% | +575.5% | +399.0% |
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