-35.8%
JOBY vs FE
+97.1%
-132.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -3.4% | +1.9% | -5.4% | -3.9% |
| 30D | -13.6% | -1.2% | -12.4% | -13.4% |
| 3M | -39.5% | +3.5% | -43.0% | -40.3% |
| 6M | -31.9% | -6.1% | -25.8% | -30.9% |
| YTD | -48.9% | +7.6% | -56.5% | -50.6% |
| 1Y | -48.5% | +11.9% | -60.5% | -50.8% |
| 3Y | -8.0% | +48.4% | -56.5% | -23.4% |
| 5Y | -33.7% | +44.8% | -78.5% | -43.9% |
| All | -35.8% | +97.1% | -132.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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