-34.9%
JOBY vs FXI
-18.8%
-16.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +3.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.8% |
| 30D | -20.8% | -3.2% | -17.6% | -19.1% |
| 3M | -29.5% | +1.7% | -31.2% | -30.4% |
| 6M | -28.4% | -1.6% | -26.8% | -27.2% |
| YTD | -48.2% | -7.9% | -40.3% | -45.0% |
| 1Y | -49.1% | -9.6% | -39.4% | -45.2% |
| 3Y | -6.3% | +40.5% | -46.8% | -24.1% |
| 5Y | -27.2% | -6.2% | -21.0% | -24.2% |
| All | -34.9% | -18.8% | -16.1% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling