-37.2%
JOBY vs BURL
-17.2%
-20.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.5% | +12.5% |
| 7D | +21.0% | +4.1% | +16.9% | +18.9% |
| 30D | +3.1% | -9.5% | +12.6% | +6.9% |
| 3M | -27.9% | -33.5% | +5.6% | -16.1% |
| 6M | -43.6% | -22.1% | -21.5% | -39.1% |
| YTD | -55.1% | -14.6% | -40.5% | -53.4% |
| 1Y | -58.6% | -8.4% | -50.2% | -58.6% |
| 3Y | -0.5% | +86.6% | -87.1% | -25.2% |
| All | -37.2% | -17.2% | -20.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling