+67.6%
EWZ vs JOBY
-30.0%
+97.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.9% |
| 7D | +5.6% | +2.2% | +3.3% | +5.4% |
| 30D | +9.3% | -20.8% | +30.1% | +11.2% |
| 3M | +15.7% | -29.5% | +45.2% | +18.4% |
| 6M | +7.4% | -28.4% | +35.8% | +9.4% |
| YTD | +22.7% | -48.2% | +70.9% | +27.5% |
| 1Y | +36.4% | -49.1% | +85.5% | +41.1% |
| 3Y | +50.4% | -6.3% | +56.7% | +42.9% |
| 5Y | +67.6% | -27.2% | +94.9% | +58.5% |
| All | +67.6% | -30.0% | +97.6% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling