-49.1%
JOBY vs FAST
+165.3%
-214.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.3% | -9.2% |
| 7D | +0.8% | +5.0% | -4.3% | -2.2% |
| 30D | +7.9% | +8.6% | -0.7% | +2.2% |
| 3M | -32.9% | +6.9% | -39.8% | -36.0% |
| 6M | -49.1% | +29.6% | -78.7% | -57.3% |
| YTD | -59.5% | +41.4% | -101.0% | -68.3% |
| 1Y | -67.2% | +38.5% | -105.8% | -73.9% |
| 3Y | +2.9% | +98.7% | -95.9% | -37.9% |
| 5Y | -41.3% | +108.0% | -149.4% | -67.5% |
| All | -49.1% | +165.3% | -214.5% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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