+573.1%
VRT vs JEPQ
+70.7%
+502.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.3% |
| 7D | +2.4% | +1.1% | +1.3% | -0.2% |
| 30D | -2.7% | +1.3% | -4.0% | -5.6% |
| 3M | -9.2% | +4.7% | -13.9% | -17.5% |
| 6M | -0.5% | +10.6% | -11.1% | -20.9% |
| YTD | +62.3% | +11.4% | +50.9% | +27.7% |
| 1Y | +109.6% | +19.4% | +90.1% | +40.5% |
| All | +573.1% | +70.7% | +502.4% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling