-34.9%
JOBY vs VT
+103.3%
-138.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.5% |
| 7D | +2.2% | +1.0% | +1.2% | +0.1% |
| 30D | -20.8% | -0.2% | -20.6% | -20.4% |
| 3M | -29.5% | +4.5% | -34.0% | -34.9% |
| 6M | -28.4% | +14.1% | -42.4% | -43.5% |
| YTD | -48.2% | +14.8% | -62.9% | -59.3% |
| 1Y | -49.1% | +21.2% | -70.3% | -63.6% |
| 3Y | -6.3% | +76.6% | -82.9% | -65.9% |
| 5Y | -27.2% | +66.6% | -93.8% | -68.2% |
| All | -34.9% | +103.3% | -138.2% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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