+88.7%
JEPQ vs VSAT
+87.1%
+1.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | +5.8% | +20.6% | -14.8% | +3.7% |
| 6M | +9.7% | +60.2% | -50.5% | +4.8% |
| YTD | +10.5% | +115.3% | -104.7% | +3.1% |
| 1Y | +18.4% | +154.6% | -136.2% | +8.7% |
| 3Y | +70.3% | +211.2% | -140.8% | +47.0% |
| All | +88.7% | +87.1% | +1.6% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling