+76.7%
JEPI vs FROG
+22.3%
+54.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -1.4% | +1.3% | -2.7% | -1.6% |
| 3M | +3.5% | +11.1% | -7.5% | +2.8% |
| 6M | +1.9% | +108.3% | -106.4% | -2.4% |
| YTD | +4.4% | +39.6% | -35.1% | +1.7% |
| 1Y | +7.2% | +74.7% | -67.5% | +2.8% |
| 3Y | +29.8% | +224.1% | -194.3% | +17.9% |
| 5Y | +41.7% | +138.4% | -96.7% | +27.5% |
| All | +76.7% | +22.3% | +54.4% | +61.3% |
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