+611.5%
VLO vs JEPI
+95.7%
+515.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +5.2% | -0.3% | +5.6% | +5.6% |
| 30D | +22.6% | +0.1% | +22.5% | +22.4% |
| 3M | +43.8% | +4.8% | +39.0% | +36.1% |
| 6M | +65.7% | +1.0% | +64.7% | +62.9% |
| YTD | +131.1% | +5.5% | +125.6% | +115.3% |
| 1Y | +143.6% | +9.2% | +134.4% | +117.3% |
| 3Y | +201.4% | +31.2% | +170.2% | +117.2% |
| 5Y | +568.9% | +41.4% | +527.5% | +339.0% |
| All | +611.5% | +95.7% | +515.7% | +106.9% |
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