-53.1%
ZTS vs JOBY
-41.4%
-11.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -3.7% | -5.2% | +1.4% | -3.4% |
| 30D | -0.8% | -19.7% | +18.9% | +0.6% |
| 3M | -9.7% | -31.7% | +22.0% | -7.8% |
| 6M | -38.4% | -37.5% | -0.9% | -37.0% |
| YTD | -41.1% | -51.6% | +10.5% | -38.9% |
| 1Y | -50.6% | -53.3% | +2.7% | -48.9% |
| 3Y | -59.1% | -12.2% | -46.9% | -61.3% |
| 5Y | -62.7% | -31.3% | -31.4% | -66.6% |
| All | -53.1% | -41.4% | -11.7% | -57.2% |
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