-39.1%
JOBY vs FFIV
+155.7%
-194.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.1% | -1.0% |
| 7D | -5.2% | +5.4% | -10.6% | -8.9% |
| 30D | -19.7% | -2.7% | -17.1% | -18.7% |
| 3M | -31.7% | +4.5% | -36.3% | -34.4% |
| 6M | -37.5% | +42.2% | -79.7% | -52.1% |
| YTD | -51.6% | +61.3% | -112.9% | -66.1% |
| 1Y | -53.3% | +23.0% | -76.3% | -60.7% |
| 3Y | -12.2% | +156.3% | -168.5% | -58.2% |
| 5Y | -31.3% | +102.9% | -134.1% | -62.1% |
| All | -39.1% | +155.7% | -194.9% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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