+674.3%
VST vs JEPI
+100.7%
+573.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -0.9% |
| 7D | +6.6% | +2.7% | +3.9% | +2.3% |
| 30D | -12.4% | +2.5% | -14.9% | -16.0% |
| 3M | -9.0% | +1.9% | -10.9% | -12.0% |
| 6M | -6.4% | +7.7% | -14.2% | -17.3% |
| YTD | -17.2% | +8.2% | -25.3% | -27.1% |
| 1Y | -22.0% | +10.4% | -32.4% | -33.6% |
| 3Y | +296.7% | +36.5% | +260.2% | +155.7% |
| 5Y | +637.6% | +44.2% | +593.4% | +340.5% |
| All | +674.3% | +100.7% | +573.6% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling