-51.6%
JOBY vs EXC
+80.7%
-132.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.2% | -5.0% |
| 7D | -14.3% | +1.4% | -15.7% | -14.5% |
| 30D | +10.2% | +8.6% | +1.6% | +8.8% |
| 3M | -38.5% | +2.4% | -40.9% | -38.8% |
| 6M | -54.1% | +6.5% | -60.5% | -54.9% |
| YTD | -61.5% | +9.0% | -70.6% | -62.7% |
| 1Y | -65.7% | +4.6% | -70.2% | -66.3% |
| 3Y | -7.0% | +33.5% | -40.5% | -18.4% |
| 5Y | -44.2% | +41.4% | -85.6% | -51.4% |
| All | -51.6% | +80.7% | -132.4% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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