-43.3%
BABA vs JEPI
+95.7%
-139.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.7% |
| 7D | -4.8% | -0.3% | -4.4% | -4.4% |
| 30D | -11.9% | +0.1% | -12.0% | -12.1% |
| 3M | -9.3% | +4.8% | -14.0% | -14.1% |
| 6M | -14.2% | +1.0% | -15.3% | -15.3% |
| YTD | -22.0% | +5.5% | -27.5% | -26.7% |
| 1Y | -12.7% | +9.2% | -21.9% | -21.1% |
| 3Y | +26.7% | +31.2% | -4.5% | -7.8% |
| 5Y | -29.3% | +41.4% | -70.7% | -53.3% |
| All | -43.3% | +95.7% | -139.0% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling