+38.6%
JOBY vs FGI
-70.0%
+108.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +22.1% | -4.1% | +26.2% | +22.3% |
| 30D | +8.8% | -3.4% | +12.2% | +8.9% |
| 3M | -32.8% | +61.8% | -94.6% | -35.9% |
| 6M | -45.5% | +17.0% | -62.6% | -47.5% |
| YTD | -55.2% | +31.4% | -86.6% | -58.3% |
| 1Y | -62.5% | +42.7% | -105.1% | -65.5% |
| 3Y | +14.1% | -0.1% | +14.2% | +3.2% |
| All | +38.6% | -70.0% | +108.7% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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