+90.4%
JEPQ vs VSH
+76.3%
+14.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +1.4% | +6.2% | -4.8% | +0.2% |
| 30D | +1.3% | -11.1% | +12.5% | +3.5% |
| 3M | +3.8% | -44.9% | +48.8% | +15.3% |
| 6M | +12.2% | +90.0% | -77.8% | -7.5% |
| YTD | +11.6% | +118.8% | -107.2% | -11.6% |
| 1Y | +19.9% | +109.0% | -89.1% | -4.7% |
| 3Y | +71.9% | +35.6% | +36.3% | +47.6% |
| All | +90.4% | +76.3% | +14.2% | +42.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling