+90.2%
JEPQ vs VUG
+113.0%
-22.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -0.2% | -0.5% | +0.3% | +0.2% |
| 30D | +0.8% | -1.0% | +1.7% | +1.5% |
| 3M | +4.0% | +3.5% | +0.4% | +1.4% |
| 6M | +10.4% | +14.2% | -3.8% | 0.0% |
| YTD | +11.4% | +8.5% | +2.9% | +4.8% |
| 1Y | +18.9% | +12.9% | +6.0% | +8.6% |
| 3Y | +70.3% | +85.6% | -15.4% | +8.1% |
| All | +90.2% | +113.0% | -22.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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