-39.1%
JOBY vs VXX
-98.5%
+59.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | -0.3% |
| 7D | -5.2% | +2.0% | -7.2% | -4.4% |
| 30D | -19.7% | -7.1% | -12.6% | -21.7% |
| 3M | -31.7% | -28.6% | -3.1% | -38.9% |
| 6M | -37.5% | -44.0% | +6.4% | -47.3% |
| YTD | -51.6% | -31.7% | -19.9% | -55.1% |
| 1Y | -53.3% | -46.3% | -6.9% | -59.1% |
| 3Y | -12.2% | -78.3% | +66.0% | -27.8% |
| 5Y | -31.3% | -95.8% | +64.5% | -61.2% |
| All | -39.1% | -98.5% | +59.4% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling