-28.0%
JOBY vs FXI
-6.5%
-21.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -5.2% | -3.9% | -1.3% | -2.6% |
| 30D | -19.7% | -2.1% | -17.6% | -18.6% |
| 3M | -31.7% | -0.5% | -31.3% | -31.6% |
| 6M | -37.5% | -4.5% | -33.0% | -35.2% |
| YTD | -51.6% | -9.2% | -42.3% | -48.0% |
| 1Y | -53.3% | -13.8% | -39.5% | -48.1% |
| 3Y | -12.2% | +36.6% | -48.8% | -28.2% |
| All | -28.0% | -6.5% | -21.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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