+524.8%
VST vs JEPQ
+94.0%
+430.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | +5.3% | +1.1% | +4.3% | +3.8% |
| 30D | +5.8% | +1.3% | +4.4% | +3.9% |
| 3M | +3.5% | +4.7% | -1.2% | -3.1% |
| 6M | -7.4% | +10.6% | -18.0% | -19.9% |
| YTD | -6.1% | +11.4% | -17.5% | -19.3% |
| 1Y | -21.6% | +19.4% | -41.0% | -38.8% |
| 3Y | +357.2% | +71.7% | +285.5% | +161.6% |
| All | +524.8% | +94.0% | +430.8% | +226.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling