+240.3%
VLO vs JEPQ
+94.2%
+146.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +5.8% | +1.4% | +4.3% | +5.0% |
| 30D | +28.3% | +1.3% | +27.0% | +27.4% |
| 3M | +48.7% | +3.8% | +44.9% | +45.2% |
| 6M | +71.9% | +12.2% | +59.7% | +59.6% |
| YTD | +138.7% | +11.6% | +127.1% | +122.0% |
| 1Y | +148.5% | +19.9% | +128.6% | +120.2% |
| 3Y | +192.7% | +71.9% | +120.8% | +105.2% |
| All | +240.3% | +94.2% | +146.0% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling