-99.1%
FCEL vs JBHT
+176.2%
-275.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | +14.8% | +4.2% | +10.6% | +11.8% |
| 30D | -33.9% | -0.4% | -33.5% | -33.6% |
| 3M | -52.7% | -17.3% | -35.4% | -47.2% |
| 6M | -40.0% | -3.5% | -36.5% | -40.8% |
| YTD | +40.2% | +18.0% | +22.2% | +18.1% |
| 1Y | +32.9% | +35.5% | -2.6% | +1.8% |
| 3Y | -66.8% | +34.8% | -101.6% | -76.0% |
| 5Y | -97.0% | +19.7% | -116.7% | -97.6% |
| All | -99.1% | +176.2% | -275.3% | -99.6% |
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