+88.7%
JEPQ vs VUG
+111.1%
-22.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.7% | -1.9% | +1.2% | +0.7% |
| 30D | +0.6% | -1.6% | +2.1% | +1.7% |
| 3M | +5.8% | +4.4% | +1.4% | +2.5% |
| 6M | +9.7% | +13.2% | -3.5% | 0.0% |
| YTD | +10.5% | +7.5% | +3.0% | +4.6% |
| 1Y | +18.4% | +12.5% | +5.9% | +8.4% |
| 3Y | +70.3% | +86.0% | -15.6% | +8.0% |
| All | +88.7% | +111.1% | -22.4% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling