+9.2%
JEPI vs VSH
+118.1%
-108.9%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.5% |
| 7D | -0.3% | +4.1% | -4.4% | -0.5% |
| 30D | +0.1% | -4.2% | +4.3% | +0.2% |
| 3M | +4.8% | -50.0% | +54.7% | +7.4% |
| 6M | +1.0% | +80.2% | -79.2% | -6.9% |
| YTD | +5.5% | +121.1% | -115.6% | -4.9% |
| 1Y | +9.2% | +112.0% | -102.8% | -2.0% |
| All | +9.2% | +118.1% | -108.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling