-12.2%
JOBY vs ELV
-2.1%
-10.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -5.2% | +3.2% | -8.4% | -5.3% |
| 30D | -19.7% | +5.4% | -25.1% | -19.9% |
| 3M | -31.7% | +5.4% | -37.1% | -31.9% |
| 6M | -37.5% | +45.7% | -83.2% | -38.8% |
| YTD | -51.6% | +21.2% | -72.8% | -52.2% |
| 1Y | -53.3% | +35.6% | -88.9% | -53.9% |
| 3Y | -12.2% | -2.0% | -10.2% | -14.8% |
| All | -12.2% | -2.1% | -10.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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