-38.9%
JOBY vs VCIT
+4.5%
-43.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -6.0% | -5.7% |
| 7D | -5.9% | -0.2% | -5.7% | -5.4% |
| 30D | -27.1% | -0.5% | -26.6% | -26.2% |
| 3M | -30.7% | -0.9% | -29.8% | -28.9% |
| 6M | -36.1% | -1.9% | -34.1% | -32.3% |
| YTD | -51.4% | -1.0% | -50.4% | -49.6% |
| 1Y | -52.2% | +0.2% | -52.4% | -51.7% |
| 3Y | -12.1% | +19.0% | -31.1% | -37.3% |
| 5Y | -31.1% | +3.1% | -34.2% | -40.6% |
| All | -38.9% | +4.5% | -43.3% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling