-96.7%
FCEL vs JBHT
+15.0%
-111.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -3.6% | -11.7% | -13.0% |
| 7D | -26.7% | -1.4% | -25.3% | -25.8% |
| 30D | -56.8% | -3.1% | -53.7% | -55.8% |
| 3M | -57.8% | -19.5% | -38.2% | -52.0% |
| 6M | -34.1% | -9.6% | -24.5% | -32.7% |
| YTD | +22.2% | +13.3% | +8.9% | +4.2% |
| 1Y | +5.2% | +29.7% | -24.5% | -18.6% |
| 3Y | -76.2% | +28.3% | -104.5% | -82.5% |
| 5Y | -96.7% | +18.5% | -115.1% | -97.5% |
| All | -96.7% | +15.0% | -111.6% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling