+1,775.2%
VRT vs JEPQ
+92.4%
+1,682.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -3.7% |
| 7D | -7.7% | -0.7% | -7.0% | -6.2% |
| 30D | -12.0% | +0.6% | -12.5% | -12.7% |
| 3M | -11.7% | +5.8% | -17.5% | -20.6% |
| 6M | -8.1% | +9.7% | -17.7% | -23.2% |
| YTD | +53.2% | +10.5% | +42.7% | +26.7% |
| 1Y | +81.7% | +18.4% | +63.3% | +30.8% |
| 3Y | +535.3% | +70.3% | +465.0% | +143.3% |
| All | +1,775.2% | +92.4% | +1,682.8% | +503.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling