+759.3%
FCX vs JEPI
+93.8%
+665.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.6% |
| 7D | -2.3% | -1.0% | -1.3% | -0.3% |
| 30D | +2.7% | -1.4% | +4.1% | +5.6% |
| 3M | +7.4% | +3.5% | +3.8% | +0.1% |
| 6M | +16.0% | +1.9% | +14.1% | +12.0% |
| YTD | +40.9% | +4.4% | +36.5% | +29.8% |
| 1Y | +56.4% | +7.2% | +49.2% | +37.2% |
| 3Y | +84.2% | +29.8% | +54.4% | +13.8% |
| 5Y | +114.6% | +41.7% | +72.9% | +15.5% |
| All | +759.3% | +93.8% | +665.5% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling