-39.1%
JOBY vs FLUT
-45.4%
+6.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -19.7% | +2.5% | -22.3% | -20.8% |
| 3M | -31.7% | -9.2% | -22.5% | -30.5% |
| 6M | -37.5% | -8.2% | -29.3% | -37.3% |
| YTD | -51.6% | -53.2% | +1.6% | -37.1% |
| 1Y | -53.3% | -65.6% | +12.3% | -31.9% |
| 3Y | -12.2% | -43.6% | +31.3% | +5.6% |
| 5Y | -31.3% | -50.3% | +19.0% | -27.0% |
| All | -39.1% | -45.4% | +6.3% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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