+94.2%
JEPI vs ESTC
+9.0%
+85.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.0% | -9.2% | +8.2% | -0.4% |
| 30D | -1.4% | +8.1% | -9.5% | -2.1% |
| 3M | +3.5% | +38.5% | -34.9% | +1.1% |
| 6M | +1.9% | +57.8% | -55.9% | -1.5% |
| YTD | +4.4% | +10.5% | -6.1% | +3.0% |
| 1Y | +7.2% | -6.4% | +13.6% | +6.7% |
| 3Y | +29.8% | +4.7% | +25.1% | +25.7% |
| 5Y | +41.7% | -47.8% | +89.5% | +37.3% |
| All | +94.2% | +9.0% | +85.2% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling