+654.4%
VRT vs JEPI
+44.0%
+610.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.3% |
| 7D | +10.5% | +2.7% | +7.8% | +3.6% |
| 30D | -9.3% | +2.5% | -11.9% | -14.4% |
| 3M | -29.6% | +1.9% | -31.5% | -32.5% |
| 6M | -45.4% | +7.7% | -53.1% | -54.6% |
| YTD | +24.8% | +8.2% | +16.7% | +3.6% |
| 1Y | +23.6% | +10.4% | +13.2% | -2.4% |
| 3Y | +379.7% | +36.5% | +343.2% | +127.1% |
| All | +654.4% | +44.0% | +610.4% | +219.0% |
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