-39.7%
BABA vs JEPI
+10.0%
-49.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -6.8% |
| 7D | -12.7% | +2.9% | -15.6% | -14.5% |
| 30D | -14.9% | +2.6% | -17.4% | -17.1% |
| 3M | -24.6% | +2.2% | -26.9% | -26.4% |
| 6M | -29.3% | +7.6% | -36.9% | -34.6% |
| YTD | -35.0% | +8.3% | -43.3% | -39.2% |
| 1Y | -39.7% | +9.7% | -49.4% | -43.4% |
| All | -39.7% | +10.0% | -49.7% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling