-99.1%
FCEL vs JBHT
+192.4%
-291.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.7% | +12.2% | +12.0% |
| 7D | -11.2% | -1.6% | -9.6% | -10.1% |
| 30D | -45.8% | -2.3% | -43.5% | -45.0% |
| 3M | -51.0% | -18.5% | -32.5% | -44.7% |
| 6M | -22.2% | -11.3% | -11.0% | -19.1% |
| YTD | +36.3% | +12.6% | +23.7% | +18.3% |
| 1Y | +29.0% | +29.8% | -0.7% | +1.5% |
| 3Y | -70.9% | +28.1% | -99.0% | -78.3% |
| 5Y | -96.3% | +17.7% | -114.0% | -97.0% |
| All | -99.1% | +192.4% | -291.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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