+83.2%
FCX vs JEPQ
+92.4%
-9.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -5.4% |
| 7D | -1.9% | -0.7% | -1.2% | -0.9% |
| 30D | +3.4% | +0.6% | +2.8% | +2.6% |
| 3M | +15.0% | +5.8% | +9.2% | +6.6% |
| 6M | +14.6% | +9.7% | +5.0% | +2.1% |
| YTD | +41.2% | +10.5% | +30.7% | +24.6% |
| 1Y | +60.4% | +18.4% | +42.0% | +29.4% |
| 3Y | +88.4% | +70.3% | +18.1% | -4.9% |
| All | +83.2% | +92.4% | -9.3% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling