+13.8%
VRT vs JEPQ
+8.1%
+5.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.9% | -13.8% | -15.3% |
| 7D | -15.4% | -4.9% | -10.5% | -3.5% |
| 30D | -19.0% | -6.7% | -12.3% | -2.1% |
| 3M | -23.8% | -3.0% | -20.8% | -16.7% |
| 6M | -37.9% | +1.4% | -39.2% | -38.2% |
| YTD | +27.0% | +6.5% | +20.5% | +11.9% |
| 1Y | +13.8% | +8.4% | +5.4% | -3.3% |
| All | +13.8% | +8.1% | +5.7% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling