+59.6%
FCX vs JEPQ
+21.4%
+38.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.3% |
| 7D | -4.9% | +0.7% | -5.5% | -6.1% |
| 30D | +4.8% | +2.0% | +2.8% | +1.0% |
| 3M | +4.6% | +2.0% | +2.6% | +1.6% |
| 6M | +10.8% | +10.4% | +0.4% | -6.8% |
| YTD | +44.2% | +11.6% | +32.6% | +18.9% |
| 1Y | +59.6% | +20.7% | +38.9% | -13.2% |
| All | +59.6% | +21.4% | +38.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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