-12.2%
JOBY vs VIVK
-100.0%
+87.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | +1.4% |
| 7D | -5.2% | -4.4% | -0.8% | -5.1% |
| 30D | -19.7% | -40.8% | +21.1% | -19.0% |
| 3M | -31.7% | -94.1% | +62.4% | -28.3% |
| 6M | -37.5% | -98.2% | +60.7% | -33.4% |
| YTD | -51.6% | -98.0% | +46.4% | -49.2% |
| 1Y | -53.3% | -100.0% | +46.7% | -47.8% |
| 3Y | -12.2% | -100.0% | +87.8% | -19.4% |
| All | -12.2% | -100.0% | +87.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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