+90.2%
JEPQ vs UMC
+267.1%
-176.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.9% |
| 7D | +1.1% | +13.6% | -12.6% | -1.6% |
| 30D | +1.3% | +20.8% | -19.4% | -2.7% |
| 3M | +4.7% | +16.1% | -11.5% | -0.3% |
| 6M | +10.6% | +137.3% | -126.7% | -12.1% |
| YTD | +11.4% | +193.8% | -182.3% | -18.2% |
| 1Y | +19.4% | +236.1% | -216.7% | -16.1% |
| 3Y | +71.7% | +267.1% | -195.4% | +13.9% |
| All | +90.2% | +267.1% | -176.9% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling