+144.3%
VT vs JEPI
+94.2%
+50.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.1% |
| 7D | -2.3% | -2.0% | -0.4% | +0.1% |
| 30D | -5.0% | 0.0% | -4.9% | -4.9% |
| 3M | -4.9% | -0.8% | -4.1% | -3.9% |
| 6M | -1.5% | +3.2% | -4.8% | -5.4% |
| YTD | +8.5% | +4.7% | +3.8% | +2.5% |
| 1Y | +11.4% | +8.0% | +3.4% | +1.3% |
| 3Y | +70.1% | +32.3% | +37.8% | +19.8% |
| 5Y | +53.7% | +40.5% | +13.2% | +0.8% |
| All | +144.3% | +94.2% | +50.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling