+90.2%
JEPQ vs VSH
+86.6%
+3.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -0.4% |
| 7D | -0.2% | +4.8% | -4.9% | -1.1% |
| 30D | +0.8% | -0.7% | +1.5% | +0.7% |
| 3M | +4.0% | -43.1% | +47.0% | +14.8% |
| 6M | +10.4% | +91.8% | -81.4% | -9.0% |
| YTD | +11.4% | +131.6% | -120.2% | -12.8% |
| 1Y | +18.9% | +118.1% | -99.2% | -6.2% |
| 3Y | +70.3% | +40.9% | +29.4% | +45.5% |
| All | +90.2% | +86.6% | +3.6% | +40.3% |
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