+64.8%
EFA vs JOBY
-13.5%
+78.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | -1.5% | -5.2% | +3.7% | -1.1% |
| 30D | -1.7% | -19.7% | +18.1% | 0.0% |
| 3M | +3.5% | -31.7% | +35.2% | +6.2% |
| 6M | +9.5% | -37.5% | +47.0% | +12.6% |
| YTD | +12.9% | -51.6% | +64.5% | +17.6% |
| 1Y | +18.2% | -53.3% | +71.5% | +22.7% |
| 3Y | +64.8% | -12.2% | +77.1% | +58.0% |
| All | +64.8% | -13.5% | +78.4% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling