+51.4%
JEPQ vs UMAC
+508.0%
-456.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | 0.0% |
| 7D | +1.1% | +3.3% | -2.2% | +1.0% |
| 30D | +1.3% | -10.4% | +11.7% | +1.4% |
| 3M | +4.7% | +1.8% | +2.9% | +4.2% |
| 6M | +10.6% | +40.7% | -30.1% | +8.5% |
| YTD | +11.4% | +90.9% | -79.5% | +8.3% |
| 1Y | +19.4% | +151.8% | -132.3% | +15.0% |
| All | +51.4% | +508.0% | -456.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 all: compounded portfolio wealth divided by compounded UMAC 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…
all analysis · Full analysis span regression · 6 months rolling