-28.0%
JOBY vs XHB
+33.0%
-61.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | -0.3% |
| 7D | -5.2% | -4.6% | -0.6% | -0.8% |
| 30D | -19.7% | -9.1% | -10.6% | -12.1% |
| 3M | -31.7% | -8.6% | -23.2% | -26.3% |
| 6M | -37.5% | -4.0% | -33.5% | -35.8% |
| YTD | -51.6% | -3.9% | -47.6% | -51.0% |
| 1Y | -53.3% | -16.5% | -36.8% | -45.9% |
| 3Y | -12.2% | +22.6% | -34.8% | -33.4% |
| All | -28.0% | +33.0% | -61.1% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling