-36.6%
JOBY vs VSXY
+33.4%
-70.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.0% |
| 7D | -8.2% | -0.3% | -7.8% | -8.1% |
| 30D | -25.1% | -22.1% | -3.0% | -21.2% |
| 3M | -28.8% | -1.1% | -27.6% | -29.0% |
| 6M | -36.1% | +53.8% | -90.0% | -43.9% |
| YTD | -52.2% | +35.5% | -87.7% | -57.1% |
| 1Y | -52.4% | +186.0% | -238.4% | -64.8% |
| 3Y | -13.6% | +343.2% | -356.7% | -45.9% |
| 5Y | -32.2% | +19.0% | -51.2% | -46.8% |
| All | -36.6% | +33.4% | -70.1% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling