-39.1%
JOBY vs BBWI
-25.5%
-13.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | -1.1% |
| 7D | -5.2% | -4.8% | -0.4% | -3.5% |
| 30D | -19.7% | +3.5% | -23.2% | -21.4% |
| 3M | -31.7% | -0.3% | -31.4% | -32.9% |
| 6M | -37.5% | -5.4% | -32.2% | -38.1% |
| YTD | -51.6% | -4.7% | -46.9% | -52.4% |
| 1Y | -53.3% | -30.5% | -22.8% | -49.4% |
| 3Y | -12.2% | -44.3% | +32.1% | -2.6% |
| 5Y | -31.3% | -66.9% | +35.6% | -10.0% |
| All | -39.1% | -25.5% | -13.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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