+473.2%
VLO vs JEPI
+44.0%
+429.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +9.6% | +2.7% | +6.9% | +6.9% |
| 30D | -17.4% | +2.5% | -19.9% | -19.5% |
| 3M | +10.8% | +1.9% | +8.8% | +8.5% |
| 6M | +56.9% | +7.7% | +49.2% | +45.0% |
| YTD | +136.8% | +8.2% | +128.6% | +116.3% |
| 1Y | +120.7% | +10.4% | +110.3% | +96.9% |
| 3Y | +231.9% | +36.5% | +195.4% | +138.3% |
| All | +473.2% | +44.0% | +429.2% | +289.4% |
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