+242.6%
VLO vs JEPQ
+92.4%
+150.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +4.0% | -0.7% | +4.6% | +4.3% |
| 30D | +19.0% | +0.6% | +18.4% | +18.6% |
| 3M | +50.0% | +5.8% | +44.2% | +44.8% |
| 6M | +79.1% | +9.7% | +69.5% | +68.7% |
| YTD | +140.3% | +10.5% | +129.7% | +124.6% |
| 1Y | +148.3% | +18.4% | +129.9% | +121.7% |
| 3Y | +194.6% | +70.3% | +124.3% | +107.6% |
| All | +242.6% | +92.4% | +150.1% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling