-34.9%
JOBY vs FITB
+167.2%
-202.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.9% |
| 7D | +2.2% | +2.8% | -0.6% | +0.4% |
| 30D | -20.8% | -4.5% | -16.3% | -18.6% |
| 3M | -29.5% | +5.7% | -35.1% | -32.6% |
| 6M | -28.4% | +17.1% | -45.5% | -36.4% |
| YTD | -48.2% | +18.3% | -66.5% | -54.6% |
| 1Y | -49.1% | +23.9% | -73.0% | -56.7% |
| 3Y | -6.3% | +131.1% | -137.4% | -44.0% |
| 5Y | -27.2% | +71.1% | -98.3% | -48.8% |
| All | -34.9% | +167.2% | -202.1% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling