-39.1%
JOBY vs FCEL
-79.0%
+39.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +0.8% |
| 7D | -5.2% | +6.3% | -11.5% | -6.9% |
| 30D | -19.7% | -26.7% | +6.9% | -14.9% |
| 3M | -31.7% | -10.2% | -21.6% | -34.2% |
| 6M | -37.5% | +123.5% | -161.0% | -56.0% |
| YTD | -51.6% | +117.4% | -169.0% | -66.0% |
| 1Y | -53.3% | +146.0% | -199.3% | -69.0% |
| 3Y | -12.2% | -61.9% | +49.7% | -20.3% |
| 5Y | -31.3% | -90.5% | +59.2% | -19.4% |
| All | -39.1% | -79.0% | +39.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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