+70.3%
JEPQ vs UMC
+261.2%
-190.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.4% |
| 7D | -0.2% | +9.0% | -9.2% | -1.6% |
| 30D | +0.8% | +17.2% | -16.5% | -1.9% |
| 3M | +4.0% | +11.4% | -7.4% | +1.0% |
| 6M | +10.4% | +137.5% | -127.1% | -7.3% |
| YTD | +11.4% | +193.1% | -181.7% | -12.4% |
| 1Y | +18.9% | +240.3% | -221.4% | -10.5% |
| 3Y | +70.3% | +262.2% | -191.9% | +20.9% |
| All | +70.3% | +261.2% | -190.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling