+82.4%
JEPQ vs ESTC
+20.2%
+62.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | +5.7% | +5.8% | -0.1% | +4.9% |
| 30D | -6.8% | -5.6% | -1.2% | -6.1% |
| 3M | -3.4% | +15.4% | -18.8% | -5.8% |
| 6M | +0.3% | +77.8% | -77.5% | -8.3% |
| YTD | +6.8% | +18.1% | -11.2% | +2.8% |
| 1Y | +7.7% | -3.7% | +11.4% | +6.6% |
| 3Y | +60.7% | +16.9% | +43.9% | +47.0% |
| All | +82.4% | +20.2% | +62.2% | +58.7% |
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