-45.2%
BABA vs JEPI
+93.4%
-138.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.2% |
| 7D | -2.2% | -1.1% | -1.0% | -0.9% |
| 30D | -17.3% | -1.3% | -16.1% | -16.1% |
| 3M | -7.8% | +3.3% | -11.1% | -11.3% |
| 6M | -16.8% | +1.0% | -17.8% | -17.8% |
| YTD | -24.7% | +4.2% | -28.9% | -28.2% |
| 1Y | -24.9% | +7.9% | -32.9% | -31.3% |
| 3Y | +29.1% | +30.0% | -0.9% | -5.0% |
| 5Y | -30.5% | +40.9% | -71.4% | -53.6% |
| All | -45.2% | +93.4% | -138.6% | -71.4% |
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