+90.2%
JEPQ vs FROG
+309.2%
-219.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.1% | -4.8% | +5.9% | +1.6% |
| 30D | +1.3% | -0.9% | +2.3% | +1.2% |
| 3M | +4.7% | +7.5% | -2.8% | +3.3% |
| 6M | +10.6% | +107.0% | -96.4% | +0.4% |
| YTD | +11.4% | +39.8% | -28.4% | +5.1% |
| 1Y | +19.4% | +74.8% | -55.4% | +8.7% |
| 3Y | +71.7% | +219.3% | -147.6% | +36.4% |
| All | +90.2% | +309.2% | -219.0% | +39.4% |
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