+17.8%
VZ vs JOBY
-41.1%
+58.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | -1.3% |
| 7D | -1.0% | -5.9% | +4.9% | -1.0% |
| 30D | +5.8% | -27.1% | +32.9% | +5.8% |
| 3M | +10.5% | -30.7% | +41.2% | +10.5% |
| 6M | +1.8% | -36.1% | +37.8% | +1.8% |
| YTD | +28.3% | -51.4% | +79.6% | +28.5% |
| 1Y | +22.0% | -52.2% | +74.1% | +22.1% |
| 3Y | +81.8% | -12.1% | +93.9% | +79.5% |
| 5Y | +25.3% | -31.1% | +56.4% | +21.6% |
| All | +17.8% | -41.1% | +58.9% | +10.2% |
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