-38.9%
JOBY vs VUG
+119.2%
-158.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.4% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -27.1% | -1.7% | -25.4% | -25.2% |
| 3M | -30.7% | +2.8% | -33.6% | -32.7% |
| 6M | -36.1% | +13.6% | -49.7% | -45.1% |
| YTD | -51.4% | +8.1% | -59.4% | -55.0% |
| 1Y | -52.2% | +13.1% | -65.2% | -57.9% |
| 3Y | -12.1% | +87.0% | -99.0% | -60.7% |
| 5Y | -31.1% | +76.0% | -107.1% | -65.6% |
| All | -38.9% | +119.2% | -158.1% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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