+90.2%
JEPQ vs UEC
+128.2%
-38.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.4% |
| 7D | -0.2% | -9.4% | +9.3% | +0.9% |
| 30D | +0.8% | -8.0% | +8.8% | +1.4% |
| 3M | +4.0% | -1.7% | +5.7% | +3.6% |
| 6M | +10.4% | -26.1% | +36.5% | +12.2% |
| YTD | +11.4% | -10.5% | +22.0% | +10.1% |
| 1Y | +18.9% | -13.3% | +32.2% | +16.5% |
| 3Y | +70.3% | +116.4% | -46.1% | +41.0% |
| All | +90.2% | +128.2% | -38.0% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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