-39.1%
JOBY vs VICR
+126.0%
-165.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.9% | -2.2% |
| 7D | -5.2% | +5.0% | -10.2% | -6.8% |
| 30D | -19.7% | -12.5% | -7.2% | -17.0% |
| 3M | -31.7% | -33.6% | +1.9% | -24.7% |
| 6M | -37.5% | +10.7% | -48.2% | -43.5% |
| YTD | -51.6% | +80.6% | -132.2% | -63.1% |
| 1Y | -53.3% | +288.4% | -341.7% | -73.3% |
| 3Y | -12.2% | +213.8% | -226.0% | -50.9% |
| 5Y | -31.3% | +58.8% | -90.1% | -56.9% |
| All | -39.1% | +126.0% | -165.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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