+70.3%
JEPQ vs UVXY
-94.8%
+165.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | 0.0% |
| 7D | -0.2% | +2.8% | -2.9% | +0.2% |
| 30D | +0.8% | -11.4% | +12.1% | -0.5% |
| 3M | +4.0% | -41.5% | +45.5% | -1.4% |
| 6M | +10.4% | -61.0% | +71.4% | +1.4% |
| YTD | +11.4% | -49.8% | +61.3% | +6.5% |
| 1Y | +18.9% | -66.4% | +85.4% | +10.2% |
| 3Y | +70.3% | -94.8% | +165.1% | +49.6% |
| All | +70.3% | -94.8% | +165.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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