-39.1%
JOBY vs VFC
-79.6%
+40.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | -0.5% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | -19.7% | -9.0% | -10.7% | -16.7% |
| 3M | -31.7% | -24.2% | -7.6% | -24.4% |
| 6M | -37.5% | -18.5% | -19.0% | -32.6% |
| YTD | -51.6% | -25.9% | -25.7% | -46.3% |
| 1Y | -53.3% | -13.0% | -40.3% | -52.2% |
| 3Y | -12.2% | -20.3% | +8.1% | -20.2% |
| 5Y | -31.3% | -78.1% | +46.8% | +19.6% |
| All | -39.1% | -79.6% | +40.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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