+93.8%
JEPI vs VSH
+126.2%
-32.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.1% | +3.5% | -4.7% | -1.5% |
| 30D | -1.3% | -4.4% | +3.1% | -0.9% |
| 3M | +3.3% | -45.8% | +49.2% | +10.0% |
| 6M | +1.0% | +90.1% | -89.1% | -11.4% |
| YTD | +4.2% | +120.3% | -116.1% | -11.0% |
| 1Y | +7.9% | +112.2% | -104.3% | -7.8% |
| 3Y | +30.0% | +36.6% | -6.6% | +15.7% |
| 5Y | +40.9% | +67.0% | -26.1% | +18.5% |
| All | +93.8% | +126.2% | -32.4% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling