-39.9%
JOBY vs VIVK
-100.0%
+60.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.8% |
| 7D | -8.2% | -9.5% | +1.3% | -8.0% |
| 30D | -25.1% | -35.1% | +10.1% | -24.4% |
| 3M | -28.8% | -93.4% | +64.6% | -25.2% |
| 6M | -36.1% | -98.0% | +61.8% | -31.8% |
| YTD | -52.2% | -97.9% | +45.7% | -49.9% |
| 1Y | -52.4% | -100.0% | +47.6% | -46.0% |
| 3Y | -13.6% | -100.0% | +86.4% | -4.9% |
| 5Y | -32.2% | -100.0% | +67.8% | -27.2% |
| All | -39.9% | -100.0% | +60.1% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling