-32.2%
JOBY vs FITB
+68.4%
-100.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -2.0% |
| 7D | -8.2% | -1.0% | -7.2% | -7.5% |
| 30D | -25.1% | -5.5% | -19.6% | -22.1% |
| 3M | -28.8% | +4.1% | -32.9% | -31.5% |
| 6M | -36.1% | +18.7% | -54.9% | -44.6% |
| YTD | -52.2% | +18.2% | -70.4% | -58.8% |
| 1Y | -52.4% | +23.7% | -76.1% | -60.3% |
| 3Y | -13.6% | +130.8% | -144.3% | -52.1% |
| 5Y | -32.2% | +69.8% | -101.9% | -53.4% |
| All | -32.2% | +68.4% | -100.5% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling