-38.9%
JOBY vs VSH
+89.8%
-128.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.8% | -6.5% |
| 7D | -5.9% | +3.5% | -9.4% | -7.9% |
| 30D | -27.1% | -4.4% | -22.8% | -25.8% |
| 3M | -30.7% | -45.8% | +15.1% | -5.1% |
| 6M | -36.1% | +90.1% | -126.2% | -61.0% |
| YTD | -51.4% | +120.3% | -171.7% | -73.6% |
| 1Y | -52.2% | +112.2% | -164.4% | -73.6% |
| 3Y | -12.1% | +36.6% | -48.6% | -36.6% |
| 5Y | -31.1% | +67.0% | -98.1% | -58.2% |
| All | -38.9% | +89.8% | -128.6% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling