+57.5%
VT vs JEPI
+44.0%
+13.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | +2.4% | +2.7% | -0.4% | -1.0% |
| 30D | -1.5% | +2.5% | -4.0% | -4.5% |
| 3M | -4.1% | +1.9% | -6.1% | -6.4% |
| 6M | +0.6% | +7.7% | -7.2% | -8.3% |
| YTD | +11.0% | +8.2% | +2.9% | +0.8% |
| 1Y | +13.3% | +10.4% | +3.0% | +0.4% |
| 3Y | +73.4% | +36.5% | +36.9% | +17.7% |
| All | +57.5% | +44.0% | +13.5% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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