+62.0%
EEM vs JOBY
-41.1%
+103.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.1% |
| 7D | +2.0% | -5.9% | +7.8% | +2.6% |
| 30D | +5.1% | -27.1% | +32.2% | +8.3% |
| 3M | +4.6% | -30.7% | +35.3% | +8.0% |
| 6M | +17.8% | -36.1% | +53.8% | +22.1% |
| YTD | +25.8% | -51.4% | +77.2% | +33.0% |
| 1Y | +36.4% | -52.2% | +88.6% | +43.3% |
| 3Y | +90.0% | -12.1% | +102.1% | +80.9% |
| 5Y | +46.6% | -31.1% | +77.7% | +33.4% |
| All | +62.0% | -41.1% | +103.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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