+680.6%
VST vs JOBY
-45.7%
+726.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.5% |
| 7D | -6.0% | +22.1% | -28.1% | -8.4% |
| 30D | -18.8% | +8.8% | -27.6% | -19.7% |
| 3M | -8.0% | -32.8% | +24.8% | -3.7% |
| 6M | -10.9% | -45.5% | +34.6% | -4.9% |
| YTD | -18.3% | -55.2% | +36.8% | -11.5% |
| 1Y | -29.9% | -62.5% | +32.5% | -22.6% |
| 3Y | +290.3% | +14.1% | +276.2% | +265.7% |
| 5Y | +635.3% | -35.9% | +671.2% | +574.8% |
| All | +680.6% | -45.7% | +726.3% | +555.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 10y: compounded portfolio wealth divided by compounded JOBY 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…
10y analysis · Full analysis span regression · 6 months rolling