-39.1%
JOBY vs FIVE
+68.2%
-107.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | -5.2% | -3.0% | -2.2% | -3.9% |
| 30D | -19.7% | +2.7% | -22.4% | -21.0% |
| 3M | -31.7% | +21.1% | -52.8% | -37.4% |
| 6M | -37.5% | +11.9% | -49.5% | -41.1% |
| YTD | -51.6% | +29.9% | -81.4% | -57.1% |
| 1Y | -53.3% | +67.8% | -121.1% | -62.8% |
| 3Y | -12.2% | +52.8% | -65.0% | -33.2% |
| 5Y | -31.3% | +31.3% | -62.6% | -47.1% |
| All | -39.1% | +68.2% | -107.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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