+115.0%
UMC vs JEPI
+10.9%
+104.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.6% |
| 7D | -14.7% | +1.5% | -16.1% | -15.0% |
| 30D | -32.9% | +3.6% | -36.4% | -33.6% |
| 3M | -22.2% | +2.3% | -24.5% | -22.8% |
| 6M | +25.9% | +5.6% | +20.3% | +22.0% |
| YTD | +107.9% | +7.5% | +100.5% | +102.2% |
| 1Y | +115.0% | +10.6% | +104.4% | +103.4% |
| All | +115.0% | +10.9% | +104.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 1y: compounded portfolio wealth divided by compounded JEPI 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…
1y analysis · Full analysis span regression · 6 months rolling