-39.1%
JOBY vs VSH
+99.5%
-138.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.9% | -2.2% |
| 7D | -5.2% | +4.8% | -10.0% | -7.8% |
| 30D | -19.7% | -0.7% | -19.0% | -20.0% |
| 3M | -31.7% | -43.1% | +11.3% | -9.1% |
| 6M | -37.5% | +91.8% | -129.3% | -62.0% |
| YTD | -51.6% | +131.6% | -183.2% | -74.5% |
| 1Y | -53.3% | +118.1% | -171.4% | -74.6% |
| 3Y | -12.2% | +40.9% | -53.1% | -37.7% |
| 5Y | -31.3% | +75.8% | -107.0% | -59.6% |
| All | -39.1% | +99.5% | -138.7% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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