-34.9%
JOBY vs BURL
+15.9%
-50.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.8% |
| 7D | +2.2% | -2.6% | +4.8% | +3.1% |
| 30D | -20.8% | -30.8% | +9.9% | -9.8% |
| 3M | -29.5% | -18.7% | -10.8% | -24.5% |
| 6M | -28.4% | -16.4% | -11.9% | -24.6% |
| YTD | -48.2% | -11.6% | -36.6% | -46.8% |
| 1Y | -49.1% | -12.0% | -37.1% | -48.2% |
| 3Y | -6.3% | +63.6% | -69.9% | -23.7% |
| 5Y | -27.2% | -12.6% | -14.6% | -32.4% |
| All | -34.9% | +15.9% | -50.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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