-39.1%
JOBY vs ECHO
+258.0%
-297.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -5.2% | +3.7% | -8.9% | -5.9% |
| 30D | -19.7% | +0.7% | -20.4% | -19.8% |
| 3M | -31.7% | -27.3% | -4.4% | -27.1% |
| 6M | -37.5% | -17.0% | -20.6% | -35.1% |
| YTD | -51.6% | -14.3% | -37.3% | -49.8% |
| 1Y | -53.3% | +20.9% | -74.2% | -54.7% |
| 3Y | -12.2% | +423.0% | -435.2% | -48.1% |
| 5Y | -31.3% | +265.7% | -297.0% | -55.6% |
| All | -39.1% | +258.0% | -297.1% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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