-28.0%
JOBY vs JEPI
+41.5%
-69.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | -0.3% |
| 7D | -5.2% | -1.0% | -4.2% | -2.9% |
| 30D | -19.7% | -1.4% | -18.3% | -17.0% |
| 3M | -31.7% | +3.5% | -35.3% | -37.1% |
| 6M | -37.5% | +1.9% | -39.5% | -40.3% |
| YTD | -51.6% | +4.4% | -56.0% | -56.1% |
| 1Y | -53.3% | +7.2% | -60.5% | -59.8% |
| 3Y | -12.2% | +29.8% | -42.0% | -47.9% |
| All | -28.0% | +41.5% | -69.5% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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