-48.6%
BABA vs JEPI
+98.4%
-147.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.7% |
| 7D | +2.4% | +0.6% | +1.8% | +1.4% |
| 30D | -7.8% | +1.6% | -9.3% | -9.7% |
| 3M | -22.4% | +1.3% | -23.7% | -23.8% |
| 6M | -26.0% | +6.5% | -32.5% | -31.5% |
| YTD | -29.3% | +6.9% | -36.2% | -34.7% |
| 1Y | -37.5% | +9.4% | -46.9% | -43.9% |
| 3Y | +31.9% | +35.0% | -3.1% | -7.4% |
| 5Y | -33.4% | +43.2% | -76.6% | -56.8% |
| All | -48.6% | +98.4% | -147.0% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 10y: compounded portfolio wealth divided by compounded JEPI 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…
10y analysis · Full analysis span regression · 6 months rolling