+779.4%
FCX vs JEPI
+95.7%
+683.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +1.0% |
| 7D | -4.9% | -0.3% | -4.5% | -4.2% |
| 30D | +4.8% | +0.1% | +4.7% | +4.5% |
| 3M | +4.6% | +4.8% | -0.1% | -4.5% |
| 6M | +10.8% | +1.0% | +9.8% | +9.1% |
| YTD | +44.2% | +5.5% | +38.7% | +30.2% |
| 1Y | +59.6% | +9.2% | +50.4% | +35.0% |
| 3Y | +82.2% | +31.2% | +51.1% | +10.2% |
| 5Y | +115.6% | +41.4% | +74.3% | +16.5% |
| All | +779.4% | +95.7% | +683.6% | +108.4% |
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 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