-38.9%
JOBY vs FCEL
-78.1%
+39.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.7% | +0.6% | -4.6% |
| 7D | -5.9% | +15.1% | -20.9% | -9.3% |
| 30D | -27.1% | -16.4% | -10.7% | -25.4% |
| 3M | -30.7% | -5.3% | -25.5% | -34.1% |
| 6M | -36.1% | +124.5% | -160.6% | -54.9% |
| YTD | -51.4% | +126.7% | -178.0% | -66.1% |
| 1Y | -52.2% | +219.9% | -272.0% | -70.4% |
| 3Y | -12.1% | -61.6% | +49.6% | -20.3% |
| 5Y | -31.1% | -90.5% | +59.4% | -19.8% |
| All | -38.9% | -78.1% | +39.2% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling