-39.1%
JOBY vs FITB
+168.3%
-207.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +0.9% |
| 7D | -5.2% | -0.3% | -4.9% | -5.0% |
| 30D | -19.7% | -5.7% | -14.1% | -16.8% |
| 3M | -31.7% | +3.2% | -34.9% | -33.7% |
| 6M | -37.5% | +23.4% | -60.9% | -46.3% |
| YTD | -51.6% | +18.8% | -70.4% | -57.7% |
| 1Y | -53.3% | +25.0% | -78.3% | -60.5% |
| 3Y | -12.2% | +131.2% | -143.4% | -47.6% |
| 5Y | -31.3% | +70.7% | -102.0% | -51.7% |
| All | -39.1% | +168.3% | -207.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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