-39.1%
JOBY vs ESTC
-22.8%
-16.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.2% | -9.2% | +4.0% | -1.5% |
| 30D | -19.7% | +8.1% | -27.8% | -23.7% |
| 3M | -31.7% | +38.5% | -70.2% | -41.7% |
| 6M | -37.5% | +57.8% | -95.3% | -50.2% |
| YTD | -51.6% | +10.5% | -62.1% | -55.6% |
| 1Y | -53.3% | -6.4% | -46.9% | -54.7% |
| 3Y | -12.2% | +4.7% | -16.9% | -25.1% |
| 5Y | -31.3% | -47.8% | +16.5% | -35.5% |
| All | -39.1% | -22.8% | -16.4% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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