-35.8%
JOBY vs VSXY
+37.5%
-73.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.6% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -19.7% | -18.7% | -1.1% | -16.3% |
| 3M | -31.7% | -4.0% | -27.8% | -31.5% |
| 6M | -37.5% | +67.5% | -105.0% | -46.2% |
| YTD | -51.6% | +39.7% | -91.2% | -56.8% |
| 1Y | -53.3% | +180.0% | -233.3% | -65.3% |
| 3Y | -12.2% | +337.3% | -349.5% | -44.8% |
| 5Y | -31.3% | +22.7% | -54.0% | -46.5% |
| All | -35.8% | +37.5% | -73.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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