+953.6%
VRT vs JEPI
+40.2%
+913.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -8.2% |
| 7D | +2.4% | -1.1% | +3.5% | +5.4% |
| 30D | -2.7% | -1.3% | -1.4% | +0.4% |
| 3M | -9.2% | +3.3% | -12.5% | -16.3% |
| 6M | -0.5% | +1.0% | -1.5% | -2.7% |
| YTD | +62.3% | +4.2% | +58.1% | +47.2% |
| 1Y | +109.6% | +7.9% | +101.6% | +74.3% |
| 3Y | +573.1% | +30.0% | +543.0% | +264.7% |
| 5Y | +953.6% | +40.9% | +912.7% | +380.1% |
| All | +953.6% | +40.2% | +913.4% | +380.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling