-44.0%
JOBY vs FAST
+165.0%
-209.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.4% |
| 7D | +16.4% | +4.3% | +12.2% | +13.5% |
| 30D | +14.4% | +8.3% | +6.1% | +8.6% |
| 3M | -30.2% | +6.5% | -36.6% | -33.2% |
| 6M | -45.3% | +29.5% | -74.8% | -54.0% |
| YTD | -55.5% | +41.3% | -96.7% | -65.1% |
| 1Y | -64.0% | +37.4% | -101.4% | -71.2% |
| 3Y | +13.3% | +98.5% | -85.2% | -31.6% |
| 5Y | -36.7% | +111.1% | -147.8% | -65.2% |
| All | -44.0% | +165.0% | -209.0% | -72.6% |
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