-39.1%
JOBY vs VWO
+47.5%
-86.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.2% |
| 7D | -5.2% | -1.8% | -3.4% | -2.4% |
| 30D | -19.7% | -0.1% | -19.6% | -19.5% |
| 3M | -31.7% | +2.2% | -34.0% | -33.3% |
| 6M | -37.5% | +8.8% | -46.3% | -43.5% |
| YTD | -51.6% | +12.4% | -64.0% | -58.2% |
| 1Y | -53.3% | +15.6% | -68.9% | -61.1% |
| 3Y | -12.2% | +62.5% | -74.7% | -54.1% |
| 5Y | -31.3% | +34.3% | -65.6% | -53.6% |
| All | -39.1% | +47.5% | -86.6% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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