+29.2%
VTRS vs JEPI
+93.8%
-64.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.1% |
| 7D | -2.2% | -1.0% | -1.2% | -0.9% |
| 30D | +3.3% | -1.4% | +4.7% | +5.2% |
| 3M | +2.0% | +3.5% | -1.6% | -2.5% |
| 6M | +19.9% | +1.9% | +18.0% | +17.2% |
| YTD | +35.7% | +4.4% | +31.3% | +28.7% |
| 1Y | +68.1% | +7.2% | +60.9% | +54.5% |
| 3Y | +87.1% | +29.8% | +57.3% | +36.3% |
| 5Y | +47.6% | +41.7% | +5.9% | -3.5% |
| All | +29.2% | +93.8% | -64.6% | -49.1% |
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