+1,975.3%
VRT vs JEPI
+92.4%
+1,882.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -4.5% |
| 7D | -7.7% | -2.0% | -5.7% | -3.1% |
| 30D | -12.0% | -2.0% | -9.9% | -7.7% |
| 3M | -11.7% | +3.8% | -15.5% | -18.9% |
| 6M | -8.1% | +0.8% | -8.9% | -9.4% |
| YTD | +53.2% | +3.7% | +49.5% | +41.9% |
| 1Y | +81.7% | +7.1% | +74.5% | +56.4% |
| 3Y | +535.3% | +29.4% | +505.9% | +274.8% |
| 5Y | +916.4% | +40.8% | +875.6% | +425.5% |
| All | +1,975.3% | +92.4% | +1,882.8% | +566.8% |
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