-39.1%
JOBY vs EFX
+12.1%
-51.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.9% |
| 7D | -5.2% | -4.5% | -0.6% | -2.6% |
| 30D | -19.7% | -6.1% | -13.6% | -17.1% |
| 3M | -31.7% | +6.2% | -37.9% | -36.3% |
| 6M | -37.5% | -11.2% | -26.3% | -35.3% |
| YTD | -51.6% | -21.4% | -30.2% | -46.6% |
| 1Y | -53.3% | -34.3% | -19.0% | -42.1% |
| 3Y | -12.2% | -12.5% | +0.3% | -12.5% |
| 5Y | -31.3% | -35.6% | +4.3% | -23.6% |
| All | -39.1% | +12.1% | -51.3% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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