-39.1%
JOBY vs EXC
+68.7%
-107.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -5.2% | -1.1% | -4.1% | -5.0% |
| 30D | -19.7% | -3.6% | -16.1% | -19.3% |
| 3M | -31.7% | -4.3% | -27.5% | -31.5% |
| 6M | -37.5% | -9.9% | -27.6% | -36.6% |
| YTD | -51.6% | +1.8% | -53.4% | -52.6% |
| 1Y | -53.3% | +2.9% | -56.2% | -54.4% |
| 3Y | -12.2% | +19.1% | -31.3% | -20.8% |
| 5Y | -31.3% | +44.8% | -76.1% | -41.2% |
| All | -39.1% | +68.7% | -107.8% | -49.3% |
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