+97.6%
FCX vs JEPI
+29.8%
+67.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.7% |
| 7D | +3.1% | -1.1% | +4.2% | +5.4% |
| 30D | +8.1% | -1.3% | +9.4% | +10.8% |
| 3M | +18.9% | +3.3% | +15.6% | +11.2% |
| 6M | +26.6% | +1.0% | +25.6% | +24.2% |
| YTD | +51.2% | +4.2% | +46.9% | +39.4% |
| 1Y | +75.6% | +7.9% | +67.6% | +51.6% |
| All | +97.6% | +29.8% | +67.8% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling