+84.1%
JEPQ vs ESTC
+20.2%
+63.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | +5.7% | +5.8% | -0.1% | +4.9% |
| 30D | -5.9% | -5.6% | -0.3% | -5.2% |
| 3M | -2.5% | +15.4% | -17.9% | -4.9% |
| 6M | +1.3% | +77.8% | -76.5% | -7.5% |
| YTD | +7.8% | +18.1% | -10.2% | +3.7% |
| 1Y | +8.8% | -3.7% | +12.4% | +7.5% |
| 3Y | +62.3% | +16.9% | +45.4% | +48.4% |
| All | +84.1% | +20.2% | +63.9% | +60.2% |
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