-29.4%
JOBY vs NVTS
-17.0%
-12.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -5.4% |
| 7D | -5.9% | +3.5% | -9.3% | -6.6% |
| 30D | -27.1% | -11.9% | -15.2% | -25.4% |
| 3M | -30.7% | -49.2% | +18.5% | -20.9% |
| 6M | -36.1% | +38.4% | -74.5% | -44.1% |
| YTD | -51.4% | +62.5% | -113.8% | -59.3% |
| 1Y | -52.2% | +101.4% | -153.5% | -62.3% |
| 3Y | -12.1% | +40.4% | -52.5% | -32.5% |
| All | -29.4% | -17.0% | -12.3% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling