-28.0%
JOBY vs ETR
+122.3%
-150.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.2% | -1.8% | -3.4% | -4.8% |
| 30D | -19.7% | -1.8% | -18.0% | -19.4% |
| 3M | -31.7% | -3.6% | -28.2% | -31.3% |
| 6M | -37.5% | +2.6% | -40.2% | -38.9% |
| YTD | -51.6% | +16.0% | -67.6% | -54.5% |
| 1Y | -53.3% | +20.1% | -73.4% | -56.3% |
| 3Y | -12.2% | +143.6% | -155.8% | -26.6% |
| All | -28.0% | +122.3% | -150.4% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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