+787.0%
VST vs JOBY
-38.2%
+825.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.8% |
| 7D | +8.9% | -3.4% | +12.3% | +9.4% |
| 30D | +6.2% | -13.6% | +19.8% | +8.0% |
| 3M | -2.7% | -39.5% | +36.8% | +2.9% |
| 6M | -8.4% | -31.9% | +23.5% | -5.0% |
| YTD | -7.2% | -48.9% | +41.7% | -0.8% |
| 1Y | -20.9% | -48.5% | +27.7% | -16.2% |
| 3Y | +384.0% | -8.0% | +392.0% | +358.7% |
| 5Y | +757.1% | -33.7% | +790.7% | +678.5% |
| All | +787.0% | -38.2% | +825.1% | +634.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling