-31.0%
JOBY vs FLUT
-51.5%
+20.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.8% | -5.6% |
| 7D | -5.9% | -2.6% | -3.3% | -4.9% |
| 30D | -27.1% | +5.4% | -32.5% | -29.1% |
| 3M | -30.7% | -10.8% | -20.0% | -28.9% |
| 6M | -36.1% | -9.2% | -26.8% | -35.6% |
| YTD | -51.4% | -53.8% | +2.4% | -34.1% |
| 1Y | -52.2% | -66.0% | +13.8% | -26.0% |
| 3Y | -12.1% | -44.7% | +32.6% | +8.1% |
| All | -31.0% | -51.5% | +20.6% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling