-39.1%
JOBY vs VYM
+120.4%
-159.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | 0.0% |
| 7D | -5.2% | -0.8% | -4.4% | -3.7% |
| 30D | -19.7% | -2.2% | -17.5% | -16.2% |
| 3M | -31.7% | +3.1% | -34.8% | -35.4% |
| 6M | -37.5% | +9.7% | -47.3% | -46.9% |
| YTD | -51.6% | +14.9% | -66.5% | -62.0% |
| 1Y | -53.3% | +17.6% | -70.9% | -64.4% |
| 3Y | -12.2% | +65.3% | -77.5% | -60.2% |
| 5Y | -31.3% | +78.7% | -110.0% | -70.1% |
| All | -39.1% | +120.4% | -159.6% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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