-65.8%
JOBY vs VXX
-51.0%
-14.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.6% | +13.8% | -0.9% |
| 7D | -0.6% | -4.1% | +3.5% | -2.1% |
| 30D | -12.6% | -0.8% | -11.8% | -12.1% |
| 3M | -36.6% | -19.8% | -16.8% | -43.1% |
| 6M | -43.0% | -40.5% | -2.5% | -54.9% |
| YTD | -61.7% | -35.5% | -26.2% | -65.9% |
| 1Y | -65.8% | -51.1% | -14.7% | -74.6% |
| All | -65.8% | -51.0% | -14.7% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 1y: compounded portfolio wealth divided by compounded VXX 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…
1y analysis · Full analysis span regression · 6 months rolling