+90.2%
JEPQ vs ESTC
+16.9%
+73.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +1.1% | -3.3% | +4.4% | +1.5% |
| 30D | +1.3% | +13.4% | -12.1% | -0.9% |
| 3M | +4.7% | +41.3% | -36.6% | -0.9% |
| 6M | +10.6% | +62.6% | -52.0% | +2.2% |
| YTD | +11.4% | +14.8% | -3.3% | +7.7% |
| 1Y | +19.4% | -5.1% | +24.5% | +18.2% |
| 3Y | +71.7% | +11.2% | +60.5% | +58.0% |
| All | +90.2% | +16.9% | +73.4% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling