+85.8%
EFA vs JOBY
-42.1%
+127.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -2.4% | -8.2% | +5.8% | -1.7% |
| 30D | -2.2% | -25.1% | +22.8% | -0.1% |
| 3M | +5.7% | -28.8% | +34.5% | +8.1% |
| 6M | +8.2% | -36.1% | +44.3% | +11.1% |
| YTD | +11.8% | -52.2% | +64.0% | +16.8% |
| 1Y | +18.3% | -52.4% | +70.7% | +22.8% |
| 3Y | +64.9% | -13.6% | +78.5% | +57.3% |
| 5Y | +52.4% | -32.2% | +84.5% | +39.1% |
| All | +85.8% | -42.1% | +127.9% | +67.7% |
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