tl;dr
Probably doesn't matter.
Well, looking at it from a completely practical standpoint, you're going to have a very arduous time building and deploying a server if you're gonna cook it up yourself using "vanilla Node". And at the end of that process, you'll end up having built your own framework, and you yourself will have introduced dependencies. At the end of the day, what you're really asking is, "should I use Express or build my own framework?"
If you're in the business of building your own framework, sure, go for that. If you're looking for a practical way to run a Node.js server, I'd stick with a framework that's already been built, tested, and thoroughly critiqued by the JavaScript community.
Is the relationship of speed with Express to vanilla Node similar to the relationship of speed with jQuery to vanilla JavaScript? Is there numbers to support or disprove this?
That's not really comparing apples to apples. The only comparison that holds valid there, is the idea of using a library/tool/framework or whatever that somebody else (in the business of specifically developing libraries/tools/frameworks) built it and it has been tested, over and over and over again. Sure, maybe you'll get some millisecond differences between using some specific JavaScript function versus using one wrapped in a layer that a library provides (like jQuery's element selection method), but at the end of the day, the cost vs. benefit of this micro-optimization is probably not worth it.
Stick to something you know is going to work, unless you're in the business of purposely developing tools that improve on other existing tools.
Lastly, if you really wanna know, run some benchmarks yourself, using 2 versions of the same "business functionality" (i.e. 2 servers that do the same thing), one written with "vanilla Node" and one using Express. My gut says you'll find very, very minor differences in performances, all else being equal.