+1,207.1%
UMC vs JEPI
+93.4%
+1,113.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.8% |
| 7D | +13.6% | -1.1% | +14.8% | +15.3% |
| 30D | +20.8% | -1.3% | +22.0% | +22.8% |
| 3M | +16.1% | +3.3% | +12.8% | +10.4% |
| 6M | +137.3% | +1.0% | +136.3% | +132.9% |
| YTD | +193.8% | +4.2% | +189.5% | +174.7% |
| 1Y | +236.1% | +7.9% | +228.2% | +198.1% |
| 3Y | +267.1% | +30.0% | +237.1% | +141.9% |
| 5Y | +145.3% | +40.9% | +104.3% | +44.4% |
| All | +1,207.1% | +93.4% | +1,113.7% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling