-28.9%
JOBY vs ECHO
+257.7%
-286.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -8.2% | +2.3% | -10.4% | -8.6% |
| 30D | -25.1% | +4.4% | -29.5% | -25.8% |
| 3M | -28.8% | -20.3% | -8.5% | -25.5% |
| 6M | -36.1% | -15.3% | -20.8% | -33.9% |
| YTD | -52.2% | -15.5% | -36.7% | -50.3% |
| 1Y | -52.4% | +15.0% | -67.4% | -53.4% |
| 3Y | -13.6% | +409.1% | -422.7% | -48.4% |
| All | -28.9% | +257.7% | -286.6% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling