+83.0%
EWZ vs JOBY
-41.1%
+124.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | -0.9% |
| 7D | -0.1% | -5.9% | +5.8% | +0.4% |
| 30D | +8.2% | -27.1% | +35.3% | +10.8% |
| 3M | +13.3% | -30.7% | +44.0% | +16.1% |
| 6M | +3.6% | -36.1% | +39.6% | +6.4% |
| YTD | +21.0% | -51.4% | +72.3% | +26.3% |
| 1Y | +34.7% | -52.2% | +86.8% | +40.0% |
| 3Y | +48.3% | -12.1% | +60.3% | +41.7% |
| 5Y | +60.1% | -31.1% | +91.2% | +50.7% |
| All | +83.0% | -41.1% | +124.1% | +76.5% |
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