-99.8%
FCEL vs JBHT
+8,163.0%
-8,262.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.8% |
| 7D | -15.8% | +4.9% | -20.7% | -17.5% |
| 30D | -29.3% | +0.6% | -29.9% | -29.5% |
| 3M | -30.1% | -3.2% | -26.9% | -29.8% |
| 6M | +74.4% | +17.0% | +57.5% | +61.7% |
| YTD | +104.5% | +41.7% | +62.9% | +75.7% |
| 1Y | +281.4% | +90.0% | +191.4% | +184.7% |
| 3Y | -66.1% | +47.0% | -113.1% | -71.9% |
| 5Y | -91.9% | +58.3% | -150.2% | -93.3% |
| 10Y | -99.2% | +273.9% | -373.1% | -99.5% |
| All | -99.8% | +8,163.0% | -8,262.8% | -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