+28.9%
JEPI vs FROG
+224.1%
-195.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -2.0% | -2.2% | +0.1% | -2.0% |
| 30D | -2.0% | +3.0% | -5.0% | -2.2% |
| 3M | +3.8% | +10.3% | -6.5% | +3.1% |
| 6M | +0.8% | +116.7% | -115.9% | -3.3% |
| YTD | +3.7% | +41.9% | -38.2% | +1.4% |
| 1Y | +7.1% | +78.5% | -71.4% | +2.9% |
| All | +28.9% | +224.1% | -195.3% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling