+90.4%
JEPQ vs FCEL
-86.4%
+176.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.8% | -18.8% | -1.0% |
| 7D | +1.4% | +4.0% | -2.5% | +1.1% |
| 30D | +1.3% | -13.1% | +14.4% | +1.8% |
| 3M | +3.8% | +14.6% | -10.7% | +1.6% |
| 6M | +12.2% | +133.7% | -121.5% | +3.5% |
| YTD | +11.6% | +143.0% | -131.4% | +2.2% |
| 1Y | +19.9% | +320.9% | -301.0% | +4.5% |
| 3Y | +71.9% | -58.9% | +130.8% | +68.9% |
| All | +90.4% | -86.4% | +176.8% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling