-28.0%
JOBY vs VMC
+47.0%
-75.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.6% |
| 7D | -5.2% | -3.8% | -1.4% | -2.3% |
| 30D | -19.7% | -9.7% | -10.0% | -13.3% |
| 3M | -31.7% | -9.6% | -22.1% | -27.4% |
| 6M | -37.5% | -4.8% | -32.7% | -36.8% |
| YTD | -51.6% | -10.9% | -40.7% | -48.9% |
| 1Y | -53.3% | -15.6% | -37.7% | -48.2% |
| 3Y | -12.2% | +19.3% | -31.5% | -31.1% |
| All | -28.0% | +47.0% | -75.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling