+84.5%
VTR vs JEPI
+41.5%
+43.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.2% |
| 7D | -0.3% | -1.0% | +0.7% | +0.7% |
| 30D | +1.1% | -1.4% | +2.5% | +2.5% |
| 3M | +7.9% | +3.5% | +4.4% | +4.2% |
| 6M | +6.2% | +1.9% | +4.2% | +4.0% |
| YTD | +17.7% | +4.4% | +13.3% | +12.5% |
| 1Y | +32.9% | +7.2% | +25.7% | +23.4% |
| 3Y | +129.7% | +29.8% | +99.9% | +69.9% |
| All | +84.5% | +41.5% | +43.0% | +22.2% |
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