-28.0%
JOBY vs EFX
-36.2%
+8.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.9% |
| 7D | -5.2% | -4.5% | -0.6% | -2.4% |
| 30D | -19.7% | -6.1% | -13.6% | -16.9% |
| 3M | -31.7% | +6.2% | -37.9% | -36.9% |
| 6M | -37.5% | -11.2% | -26.3% | -35.1% |
| YTD | -51.6% | -21.4% | -30.2% | -46.1% |
| 1Y | -53.3% | -34.3% | -19.0% | -40.8% |
| 3Y | -12.2% | -12.5% | +0.3% | -15.2% |
| All | -28.0% | -36.2% | +8.1% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling