-39.1%
JOBY vs EWJ
+74.4%
-113.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | -1.9% |
| 7D | -5.2% | +0.3% | -5.5% | -5.5% |
| 30D | -19.7% | +0.8% | -20.5% | -20.6% |
| 3M | -31.7% | +7.5% | -39.2% | -38.1% |
| 6M | -37.5% | +15.6% | -53.1% | -47.8% |
| YTD | -51.6% | +22.7% | -74.3% | -62.9% |
| 1Y | -53.3% | +26.4% | -79.7% | -65.5% |
| 3Y | -12.2% | +72.5% | -84.8% | -59.1% |
| 5Y | -31.3% | +52.4% | -83.7% | -64.2% |
| All | -39.1% | +74.4% | -113.5% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 all: compounded portfolio wealth divided by compounded EWJ 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…
all analysis · Full analysis span regression · 6 months rolling