+91.9%
VRTX vs JEPI
+95.7%
-3.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.7% |
| 7D | +0.8% | -0.3% | +1.2% | +1.2% |
| 30D | +12.6% | +0.1% | +12.5% | +12.5% |
| 3M | +23.6% | +4.8% | +18.9% | +17.9% |
| 6M | +14.3% | +1.0% | +13.3% | +13.2% |
| YTD | +20.5% | +5.5% | +15.0% | +14.4% |
| 1Y | +37.6% | +9.2% | +28.4% | +26.3% |
| 3Y | +55.5% | +31.2% | +24.4% | +18.4% |
| 5Y | +175.7% | +41.4% | +134.4% | +94.0% |
| All | +91.9% | +95.7% | -3.9% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling