+197.8%
EWY vs JOBY
-41.4%
+239.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +2.0% | +3.1% |
| 7D | -0.1% | -5.2% | +5.1% | +0.6% |
| 30D | +7.3% | -19.7% | +27.0% | +10.5% |
| 3M | -5.1% | -31.7% | +26.6% | -0.3% |
| 6M | +42.1% | -37.5% | +79.6% | +51.1% |
| YTD | +94.1% | -51.6% | +145.7% | +110.9% |
| 1Y | +147.8% | -53.3% | +201.1% | +168.2% |
| 3Y | +222.9% | -12.2% | +235.1% | +213.2% |
| 5Y | +150.6% | -31.3% | +181.9% | +131.0% |
| All | +197.8% | -41.4% | +239.2% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling