-97.0%
FCEL vs JBHT
+22.5%
-119.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.8% | -7.0% |
| 7D | -2.8% | +7.0% | -9.8% | -6.9% |
| 30D | -31.6% | +0.5% | -32.1% | -31.8% |
| 3M | -52.4% | -17.4% | -35.1% | -47.0% |
| 6M | -51.4% | -1.7% | -49.7% | -52.9% |
| YTD | +32.4% | +20.7% | +11.7% | +8.6% |
| 1Y | +37.5% | +41.1% | -3.6% | +0.8% |
| 3Y | -69.3% | +38.0% | -107.3% | -78.4% |
| All | -97.0% | +22.5% | -119.5% | -97.8% |
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