+90.5%
JEPQ vs VUG
+114.1%
-23.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +2.0% | -0.3% | +2.3% | +2.2% |
| 3M | +2.0% | -0.7% | +2.7% | +2.5% |
| 6M | +10.4% | +14.6% | -4.2% | -0.2% |
| YTD | +11.6% | +9.0% | +2.6% | +4.6% |
| 1Y | +20.7% | +14.9% | +5.8% | +8.8% |
| 3Y | +70.8% | +86.0% | -15.2% | +8.2% |
| All | +90.5% | +114.1% | -23.6% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling