+60.2%
JOBY vs FGI
-69.8%
+130.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | +2.2% | +5.2% | -2.9% | +2.0% |
| 30D | -20.8% | +65.2% | -86.0% | -24.3% |
| 3M | -29.5% | +30.2% | -59.7% | -32.1% |
| 6M | -28.4% | +87.8% | -116.2% | -34.6% |
| YTD | -48.2% | +32.5% | -80.6% | -51.7% |
| 1Y | -49.1% | +93.6% | -142.7% | -54.5% |
| 3Y | -6.3% | -2.6% | -3.7% | -14.9% |
| All | +60.2% | -69.8% | +130.0% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling