-99.3%
FCUV vs JBHT
+176.2%
-275.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.4% | +4.2% | -1.8% | +0.6% |
| 30D | -25.9% | -0.4% | -25.5% | -26.0% |
| 3M | -44.8% | -17.3% | -27.4% | -40.8% |
| 6M | -3.5% | -3.5% | 0.0% | -4.1% |
| YTD | -90.7% | +18.0% | -108.8% | -91.6% |
| 1Y | -97.9% | +35.5% | -133.4% | -98.2% |
| 3Y | -99.5% | +34.8% | -134.3% | -99.6% |
| 5Y | -99.9% | +19.7% | -119.6% | -99.9% |
| All | -99.3% | +176.2% | -275.4% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling