+517.4%
VST vs JEPQ
+94.3%
+423.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | -2.7% | +2.0% | -4.7% | -5.6% |
| 6M | -8.4% | +10.4% | -18.8% | -20.4% |
| YTD | -7.2% | +11.6% | -18.8% | -20.5% |
| 1Y | -20.9% | +20.7% | -41.6% | -39.1% |
| 3Y | +384.0% | +70.8% | +313.2% | +177.9% |
| All | +517.4% | +94.3% | +423.1% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling