+84.1%
JEPQ vs FROG
+418.3%
-334.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +5.7% | +48.2% | -42.5% | +0.8% |
| 30D | -5.9% | +11.4% | -17.3% | -7.7% |
| 3M | -2.5% | +28.5% | -31.0% | -6.1% |
| 6M | +1.3% | +63.7% | -62.5% | -5.6% |
| YTD | +7.8% | +77.1% | -69.2% | -1.6% |
| 1Y | +8.8% | +79.3% | -70.6% | -1.1% |
| 3Y | +62.3% | +323.8% | -261.5% | +23.9% |
| All | +84.1% | +418.3% | -334.2% | +30.4% |
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