-38.9%
JOBY vs FICO
+111.1%
-149.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.3% | -11.5% | -8.0% |
| 7D | -5.9% | -10.6% | +4.7% | -2.8% |
| 30D | -27.1% | -6.3% | -20.8% | -26.2% |
| 3M | -30.7% | -19.7% | -11.0% | -28.1% |
| 6M | -36.1% | -31.8% | -4.3% | -30.2% |
| YTD | -51.4% | -41.8% | -9.5% | -43.2% |
| 1Y | -52.2% | -36.4% | -15.7% | -46.9% |
| 3Y | -12.1% | +9.3% | -21.3% | -30.3% |
| 5Y | -31.1% | +113.0% | -144.1% | -60.9% |
| All | -38.9% | +111.1% | -149.9% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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