+16.6%
JOBY vs FAST
+96.6%
-80.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +2.7% |
| 7D | +28.5% | +3.8% | +24.6% | +26.1% |
| 30D | +13.6% | +8.1% | +5.5% | +8.7% |
| 3M | -28.5% | +5.8% | -34.3% | -30.8% |
| 6M | -43.1% | +24.9% | -68.0% | -50.1% |
| YTD | -53.2% | +38.9% | -92.1% | -62.0% |
| 1Y | -58.5% | +36.5% | -95.0% | -65.9% |
| 3Y | +16.6% | +98.1% | -81.5% | -18.6% |
| All | +16.6% | +96.6% | -80.0% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling