+88.7%
JEPQ vs FCEL
-88.1%
+176.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.5% |
| 7D | -0.7% | +6.3% | -6.9% | -1.1% |
| 30D | +0.6% | -18.8% | +19.4% | +1.3% |
| 3M | +5.8% | -3.8% | +9.6% | +4.5% |
| 6M | +9.7% | +121.1% | -111.5% | +1.5% |
| YTD | +10.5% | +113.3% | -102.7% | +2.0% |
| 1Y | +18.4% | +173.5% | -155.1% | +6.1% |
| 3Y | +70.3% | -63.9% | +134.2% | +68.5% |
| All | +88.7% | -88.1% | +176.7% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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