-27.2%
JOBY vs FAST
+108.2%
-135.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +2.2% | +1.3% | +0.9% | +1.3% |
| 30D | -20.8% | -4.7% | -16.1% | -18.4% |
| 3M | -29.5% | +7.9% | -37.4% | -33.4% |
| 6M | -28.4% | +7.4% | -35.8% | -32.6% |
| YTD | -48.2% | +25.1% | -73.3% | -56.3% |
| 1Y | -49.1% | +4.7% | -53.8% | -51.5% |
| 3Y | -6.3% | +94.7% | -101.0% | -45.1% |
| 5Y | -27.2% | +106.8% | -134.0% | -62.6% |
| All | -27.2% | +108.2% | -135.4% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling