+278.4%
JCI vs FROG
+22.5%
+255.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | +4.1% | -4.8% | +8.9% | +4.4% |
| 30D | -3.8% | -0.9% | -2.9% | -3.9% |
| 3M | -1.6% | +7.5% | -9.1% | -2.6% |
| 6M | +9.5% | +107.0% | -97.5% | +2.0% |
| YTD | +21.7% | +39.8% | -18.1% | +16.5% |
| 1Y | +37.1% | +74.8% | -37.7% | +27.7% |
| 3Y | +165.2% | +219.3% | -54.1% | +126.3% |
| 5Y | +110.3% | +133.0% | -22.7% | +74.2% |
| All | +278.4% | +22.5% | +255.9% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling