-12.2%
JOBY vs NVTS
+38.1%
-50.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.5% |
| 7D | -5.2% | -1.4% | -3.8% | -4.9% |
| 30D | -19.7% | -16.5% | -3.2% | -17.4% |
| 3M | -31.7% | -47.6% | +15.9% | -24.6% |
| 6M | -37.5% | +7.3% | -44.8% | -40.7% |
| YTD | -51.6% | +62.9% | -114.5% | -57.4% |
| 1Y | -53.3% | +91.3% | -144.6% | -59.9% |
| 3Y | -12.2% | +43.4% | -55.6% | -1.6% |
| All | -12.2% | +38.1% | -50.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling