+1,590.5%
VRT vs JEPI
+100.7%
+1,489.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.3% |
| 7D | +10.5% | +2.7% | +7.8% | +4.2% |
| 30D | -9.3% | +2.5% | -11.9% | -13.9% |
| 3M | -29.6% | +1.9% | -31.5% | -32.2% |
| 6M | -45.4% | +7.7% | -53.1% | -53.7% |
| YTD | +24.8% | +8.2% | +16.7% | +5.6% |
| 1Y | +23.6% | +10.4% | +13.2% | 0.0% |
| 3Y | +379.7% | +36.5% | +343.2% | +150.8% |
| 5Y | +660.3% | +44.2% | +616.1% | +266.7% |
| All | +1,590.5% | +100.7% | +1,489.8% | +396.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling