-12.2%
JOBY vs EFV
+90.2%
-102.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | -0.6% |
| 7D | -5.2% | -0.8% | -4.4% | -3.8% |
| 30D | -19.7% | +0.6% | -20.4% | -20.6% |
| 3M | -31.7% | +7.5% | -39.3% | -39.6% |
| 6M | -37.5% | +13.0% | -50.6% | -48.2% |
| YTD | -51.6% | +18.3% | -69.9% | -62.8% |
| 1Y | -53.3% | +26.7% | -80.0% | -67.8% |
| 3Y | -12.2% | +89.6% | -101.8% | -73.8% |
| All | -12.2% | +90.2% | -102.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling