-99.0%
FCEL vs JBHT
+191.4%
-290.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.5% | +6.6% |
| 7D | +3.0% | +0.2% | +2.8% | +3.3% |
| 30D | -40.0% | -2.2% | -37.8% | -39.0% |
| 3M | -47.0% | -16.5% | -30.6% | -41.1% |
| 6M | -21.0% | -8.4% | -12.6% | -19.5% |
| YTD | +48.0% | +16.1% | +31.9% | +26.1% |
| 1Y | +43.9% | +31.9% | +11.9% | +12.2% |
| 3Y | -67.5% | +34.1% | -101.6% | -76.5% |
| 5Y | -96.7% | +20.1% | -116.8% | -97.3% |
| 10Y | -99.0% | +184.7% | -283.7% | -99.7% |
| All | -99.0% | +191.4% | -290.4% | -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