+82.2%
JEPQ vs ESI
+64.6%
+17.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +3.4% | +5.5% | -2.1% | +1.8% |
| 30D | -5.6% | -7.8% | +2.1% | -3.5% |
| 3M | -4.2% | -15.0% | +10.9% | 0.0% |
| 6M | -0.2% | -24.9% | +24.7% | +7.1% |
| YTD | +6.7% | +33.2% | -26.5% | -6.1% |
| 1Y | +9.5% | +24.9% | -15.5% | -1.8% |
| 3Y | +60.5% | +77.8% | -17.2% | +21.5% |
| All | +82.2% | +64.6% | +17.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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