-34.9%
JOBY vs FFIV
+142.0%
-176.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +2.2% | -1.5% | +3.8% | +3.3% |
| 30D | -20.8% | -2.7% | -18.2% | -19.8% |
| 3M | -29.5% | -1.7% | -27.8% | -29.1% |
| 6M | -28.4% | +36.1% | -64.5% | -43.2% |
| YTD | -48.2% | +52.6% | -100.8% | -62.2% |
| 1Y | -49.1% | +21.5% | -70.6% | -56.8% |
| 3Y | -6.3% | +142.7% | -149.0% | -53.6% |
| 5Y | -27.2% | +92.6% | -119.8% | -58.2% |
| All | -34.9% | +142.0% | -176.9% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling