+105.1%
FE vs JBHT
+194.3%
-89.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.8% |
| 30D | +6.4% | -3.1% | +9.5% | +7.0% |
| 3M | -0.5% | -19.5% | +19.1% | +3.5% |
| 6M | +4.7% | -9.6% | +14.3% | +5.9% |
| YTD | +8.4% | +13.3% | -4.9% | +3.7% |
| 1Y | +7.2% | +29.7% | -22.5% | -0.7% |
| 3Y | +44.9% | +28.3% | +16.6% | +30.6% |
| 5Y | +46.3% | +18.5% | +27.8% | +31.2% |
| All | +105.1% | +194.3% | -89.2% | +49.1% |
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