-20.9%
VST vs JEPQ
+21.4%
-42.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.1% |
| 7D | +8.9% | +0.7% | +8.2% | +7.9% |
| 30D | +6.2% | +2.0% | +4.2% | +3.4% |
| 3M | -2.7% | +2.0% | -4.7% | -5.6% |
| 6M | -8.4% | +10.4% | -18.8% | -20.7% |
| YTD | -7.2% | +11.6% | -18.8% | -21.1% |
| 1Y | -20.9% | +20.7% | -41.6% | -49.1% |
| All | -20.9% | +21.4% | -42.3% | -49.1% |
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