-91.7%
FCEL vs JBHT
+58.3%
-150.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.1% |
| 7D | -15.8% | +4.9% | -20.7% | -18.5% |
| 30D | -29.3% | +0.6% | -29.9% | -29.7% |
| 3M | -30.1% | -3.2% | -26.9% | -29.8% |
| 6M | +74.4% | +17.0% | +57.5% | +51.7% |
| YTD | +104.5% | +41.7% | +62.9% | +54.7% |
| 1Y | +281.4% | +90.0% | +191.4% | +122.6% |
| 3Y | -66.1% | +47.0% | -113.1% | -75.6% |
| All | -91.7% | +58.3% | -150.0% | -94.2% |
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