+21.4%
VZ vs JEPI
+43.7%
-22.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | -0.4% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +10.6% | +1.4% | +9.1% | +9.6% |
| 3M | -0.6% | +1.3% | -1.9% | -1.4% |
| 6M | +0.7% | +6.3% | -5.6% | -2.9% |
| YTD | +20.6% | +6.8% | +13.8% | +15.8% |
| 1Y | +22.7% | +9.8% | +12.9% | +15.8% |
| 3Y | +57.2% | +36.0% | +21.2% | +27.2% |
| 5Y | +21.4% | +43.4% | -22.0% | -6.9% |
| All | +21.4% | +43.7% | -22.3% | -6.9% |
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