-39.1%
JOBY vs VTR
+150.9%
-190.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -19.7% | +1.1% | -20.8% | -20.2% |
| 3M | -31.7% | +7.9% | -39.6% | -35.5% |
| 6M | -37.5% | +6.2% | -43.7% | -40.9% |
| YTD | -51.6% | +17.7% | -69.3% | -57.1% |
| 1Y | -53.3% | +32.9% | -86.2% | -61.7% |
| 3Y | -12.2% | +129.7% | -141.9% | -50.8% |
| 5Y | -31.3% | +89.3% | -120.6% | -57.5% |
| All | -39.1% | +150.9% | -190.0% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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