-38.9%
JOBY vs EWT
+246.7%
-285.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.4% |
| 7D | -5.9% | +2.1% | -8.0% | -8.1% |
| 30D | -27.1% | +9.4% | -36.5% | -34.3% |
| 3M | -30.7% | +10.9% | -41.6% | -38.5% |
| 6M | -36.1% | +57.9% | -94.0% | -61.3% |
| YTD | -51.4% | +75.9% | -127.3% | -73.8% |
| 1Y | -52.2% | +89.7% | -141.9% | -76.2% |
| 3Y | -12.1% | +200.9% | -212.9% | -74.4% |
| 5Y | -31.1% | +154.5% | -185.6% | -76.1% |
| All | -38.9% | +246.7% | -285.5% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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