-34.9%
JOBY vs FLUT
-45.3%
+10.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.2% | +3.8% | -1.6% | +0.9% |
| 30D | -20.8% | +6.3% | -27.1% | -23.0% |
| 3M | -29.5% | -4.0% | -25.4% | -29.9% |
| 6M | -28.4% | -10.3% | -18.1% | -27.5% |
| YTD | -48.2% | -53.2% | +5.0% | -32.8% |
| 1Y | -49.1% | -65.0% | +16.0% | -26.2% |
| 3Y | -6.3% | -43.9% | +37.6% | +12.9% |
| 5Y | -27.2% | -49.2% | +22.0% | -22.8% |
| All | -34.9% | -45.3% | +10.5% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling