+527.4%
VST vs JEPQ
+94.2%
+433.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +9.9% | +1.4% | +8.4% | +7.7% |
| 30D | +7.9% | +1.3% | +6.6% | +6.0% |
| 3M | +3.4% | +3.8% | -0.4% | -2.1% |
| 6M | -4.1% | +12.2% | -16.3% | -18.7% |
| YTD | -5.7% | +11.6% | -17.3% | -19.1% |
| 1Y | -18.9% | +19.9% | -38.8% | -36.9% |
| 3Y | +359.1% | +71.9% | +287.2% | +162.3% |
| All | +527.4% | +94.2% | +433.2% | +227.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling