-99.0%
FCEL vs JBHT
+183.5%
-282.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.1% |
| 7D | +3.9% | +0.5% | +3.4% | +4.0% |
| 30D | -33.1% | -0.1% | -33.0% | -33.0% |
| 3M | -43.0% | -14.0% | -28.9% | -37.8% |
| 6M | -31.3% | -5.1% | -26.2% | -31.5% |
| YTD | +49.8% | +18.0% | +31.8% | +26.2% |
| 1Y | +48.2% | +36.5% | +11.7% | +12.9% |
| 3Y | -64.6% | +34.8% | -99.3% | -74.4% |
| 5Y | -96.7% | +21.4% | -118.1% | -97.4% |
| 10Y | -99.0% | +178.0% | -277.0% | -99.6% |
| All | -99.0% | +183.5% | -282.5% | -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