-34.9%
VST vs JEPQ
+8.1%
-43.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.9% | -14.7% | -15.0% |
| 7D | -15.7% | -4.9% | -10.8% | -9.9% |
| 30D | -17.0% | -6.7% | -10.3% | -8.6% |
| 3M | -15.9% | -3.0% | -12.9% | -11.9% |
| 6M | -25.0% | +1.4% | -26.4% | -26.4% |
| YTD | -25.1% | +6.5% | -31.6% | -30.5% |
| 1Y | -34.9% | +8.4% | -43.3% | -41.0% |
| All | -34.9% | +8.1% | -43.0% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling