-97.8%
FCUV vs JBHT
+203.7%
-301.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.6% | -4.9% | -7.2% |
| 7D | -14.0% | -1.4% | -12.6% | -13.5% |
| 30D | -31.2% | -3.1% | -28.1% | -30.7% |
| 3M | -71.3% | -19.5% | -51.8% | -69.5% |
| 6M | -36.9% | -9.6% | -27.3% | -35.6% |
| YTD | -91.0% | +13.3% | -104.3% | -91.4% |
| 1Y | -98.2% | +29.7% | -127.9% | -98.4% |
| 3Y | -99.6% | +28.3% | -127.9% | -99.6% |
| 5Y | -99.9% | +18.5% | -118.3% | -99.9% |
| 10Y | -99.3% | +198.1% | -297.4% | -99.2% |
| All | -97.8% | +203.7% | -301.5% | -98.2% |
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 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