+94.2%
JEPI vs VSH
+137.8%
-43.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | 0.0% |
| 7D | -1.0% | +4.8% | -5.8% | -1.5% |
| 30D | -1.4% | -0.7% | -0.7% | -1.5% |
| 3M | +3.5% | -43.1% | +46.6% | +9.6% |
| 6M | +1.9% | +91.8% | -89.9% | -10.5% |
| YTD | +4.4% | +131.6% | -127.2% | -11.3% |
| 1Y | +7.2% | +118.1% | -110.9% | -8.6% |
| 3Y | +29.8% | +40.9% | -11.1% | +15.2% |
| 5Y | +41.7% | +75.8% | -34.0% | +18.5% |
| All | +94.2% | +137.8% | -43.6% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling