+94.9%
JEPI vs ESTC
+15.5%
+79.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.4% |
| 7D | -0.2% | -4.3% | +4.1% | 0.0% |
| 30D | -0.6% | +17.7% | -18.3% | -1.8% |
| 3M | +4.8% | +42.3% | -37.5% | +2.2% |
| 6M | +2.1% | +64.6% | -62.5% | -1.6% |
| YTD | +4.8% | +17.2% | -12.4% | +3.1% |
| 1Y | +8.4% | -4.2% | +12.6% | +7.9% |
| 3Y | +30.8% | +13.5% | +17.3% | +26.0% |
| 5Y | +41.0% | -45.5% | +86.5% | +36.1% |
| All | +94.9% | +15.5% | +79.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling