+68.9%
JEPQ vs VSAT
+207.3%
-138.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | -0.7% | +3.4% | -4.1% | -0.9% |
| 30D | +0.6% | -12.2% | +12.8% | +1.3% |
| 3M | +5.8% | +20.6% | -14.8% | +4.1% |
| 6M | +9.7% | +60.2% | -50.5% | +5.7% |
| YTD | +10.5% | +115.3% | -104.7% | +4.6% |
| 1Y | +18.4% | +154.6% | -136.2% | +10.7% |
| All | +68.9% | +207.3% | -138.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 3y: compounded portfolio wealth divided by compounded VSAT 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…
3y analysis · Full analysis span regression · 6 months rolling