-38.9%
JOBY vs FAST
+131.9%
-170.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.4% |
| 7D | -5.9% | +1.8% | -7.7% | -6.9% |
| 30D | -27.1% | -6.4% | -20.7% | -24.1% |
| 3M | -30.7% | +5.3% | -36.1% | -33.3% |
| 6M | -36.1% | +5.4% | -41.4% | -38.9% |
| YTD | -51.4% | +23.6% | -74.9% | -58.4% |
| 1Y | -52.2% | +4.1% | -56.2% | -54.2% |
| 3Y | -12.1% | +92.4% | -104.4% | -46.1% |
| 5Y | -31.1% | +106.1% | -137.2% | -60.8% |
| All | -38.9% | +131.9% | -170.7% | -67.3% |
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