+2,020.1%
VRT vs JEPQ
+94.3%
+1,925.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +3.7% |
| 7D | +9.1% | +0.7% | +8.4% | +7.5% |
| 30D | +0.9% | +2.0% | -1.0% | -3.3% |
| 3M | -13.4% | +2.0% | -15.4% | -15.3% |
| 6M | +11.7% | +10.4% | +1.3% | -8.1% |
| YTD | +73.2% | +11.6% | +61.6% | +40.0% |
| 1Y | +123.4% | +20.7% | +102.7% | +53.8% |
| 3Y | +606.2% | +70.8% | +535.3% | +167.6% |
| All | +2,020.1% | +94.3% | +1,925.8% | +567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling