-39.1%
JOBY vs ELF
+390.9%
-430.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | -5.2% | -11.6% | +6.4% | -1.6% |
| 30D | -19.7% | +4.6% | -24.4% | -21.1% |
| 3M | -31.7% | +59.7% | -91.4% | -41.2% |
| 6M | -37.5% | +21.2% | -58.7% | -42.0% |
| YTD | -51.6% | +27.4% | -79.0% | -56.3% |
| 1Y | -53.3% | -29.8% | -23.5% | -51.3% |
| 3Y | -12.2% | -28.5% | +16.2% | -22.1% |
| 5Y | -31.3% | +220.0% | -251.3% | -77.5% |
| All | -39.1% | +390.9% | -430.1% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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