-39.1%
JOBY vs BNS
+177.4%
-216.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.6% |
| 7D | -5.2% | -0.4% | -4.8% | -4.8% |
| 30D | -19.7% | +3.5% | -23.2% | -22.7% |
| 3M | -31.7% | +14.1% | -45.8% | -40.6% |
| 6M | -37.5% | +33.8% | -71.3% | -53.5% |
| YTD | -51.6% | +29.5% | -81.0% | -63.0% |
| 1Y | -53.3% | +48.4% | -101.7% | -68.8% |
| 3Y | -12.2% | +129.6% | -141.8% | -61.6% |
| 5Y | -31.3% | +96.1% | -127.4% | -64.1% |
| All | -39.1% | +177.4% | -216.6% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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