-41.1%
JOBY vs VT
+97.2%
-138.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | -1.2% |
| 7D | +28.5% | +0.4% | +28.1% | +26.4% |
| 30D | +13.6% | -2.6% | +16.2% | +19.4% |
| 3M | -28.5% | -3.2% | -25.2% | -23.7% |
| 6M | -43.1% | +0.9% | -44.1% | -43.3% |
| YTD | -53.2% | +11.3% | -64.5% | -61.0% |
| 1Y | -58.5% | +14.0% | -72.5% | -66.8% |
| 3Y | +16.6% | +75.8% | -59.2% | -57.5% |
| 5Y | -34.7% | +57.8% | -92.5% | -68.7% |
| All | -41.1% | +97.2% | -138.4% | -77.4% |
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