+44.1%
JEPI vs FROG
+207.6%
-163.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.3% |
| 7D | +2.7% | +12.5% | -9.8% | +2.1% |
| 30D | +2.5% | +23.5% | -21.0% | +1.2% |
| 3M | +1.9% | +19.4% | -17.4% | +0.6% |
| 6M | +7.7% | +77.0% | -69.3% | +3.7% |
| YTD | +8.2% | +81.9% | -73.7% | +3.3% |
| 1Y | +10.4% | +90.7% | -80.3% | +5.0% |
| 3Y | +36.5% | +328.5% | -292.0% | +19.4% |
| All | +44.1% | +207.6% | -163.5% | +24.9% |
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