+247.0%
VLO vs JEPQ
+94.0%
+153.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +18.2% | +0.8% | +17.5% | +17.7% |
| 3M | +53.3% | +4.0% | +49.4% | +49.6% |
| 6M | +70.4% | +10.4% | +60.0% | +59.9% |
| YTD | +143.4% | +11.4% | +131.9% | +126.6% |
| 1Y | +153.0% | +18.9% | +134.1% | +125.4% |
| 3Y | +195.0% | +70.3% | +124.7% | +108.0% |
| All | +247.0% | +94.0% | +153.0% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 10y: compounded portfolio wealth divided by compounded JEPQ 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…
10y analysis · Full analysis span regression · 6 months rolling