-99.9%
FCEL vs JBHT
+6,509.7%
-6,609.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -3.6% | -11.7% | -13.9% |
| 7D | -26.7% | -1.4% | -25.3% | -26.2% |
| 30D | -56.8% | -3.1% | -53.7% | -56.2% |
| 3M | -57.8% | -19.5% | -38.2% | -54.3% |
| 6M | -34.1% | -9.6% | -24.5% | -32.6% |
| YTD | +22.2% | +13.3% | +8.9% | +13.9% |
| 1Y | +5.2% | +29.7% | -24.5% | -6.8% |
| 3Y | -76.2% | +28.3% | -104.5% | -79.3% |
| 5Y | -96.7% | +18.5% | -115.1% | -96.9% |
| 10Y | -99.2% | +198.1% | -297.3% | -99.4% |
| All | -99.9% | +6,509.7% | -6,609.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling