+41.5%
JEPI vs FROG
+132.7%
-91.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.1% | -4.8% | +3.7% | -0.9% |
| 30D | -1.3% | -0.9% | -0.3% | -1.3% |
| 3M | +3.3% | +7.5% | -4.1% | +2.7% |
| 6M | +1.0% | +107.0% | -106.0% | -3.9% |
| YTD | +4.2% | +39.8% | -35.6% | +1.2% |
| 1Y | +7.9% | +74.8% | -66.9% | +2.8% |
| 3Y | +30.0% | +219.3% | -189.2% | +15.8% |
| All | +41.5% | +132.7% | -91.2% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling