+582.1%
FE vs JBHT
+7,620.5%
-7,038.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +1.7% | +1.7% | 0.0% | +1.4% |
| 30D | +8.1% | -1.2% | +9.3% | +8.2% |
| 3M | -1.3% | -17.1% | +15.8% | +1.0% |
| 6M | +2.9% | -4.4% | +7.3% | +3.0% |
| YTD | +8.6% | +17.5% | -8.9% | +5.2% |
| 1Y | +6.3% | +32.6% | -26.3% | +1.2% |
| 3Y | +45.1% | +33.0% | +12.1% | +35.7% |
| 5Y | +47.1% | +20.3% | +26.8% | +38.0% |
| 10Y | +110.6% | +209.1% | -98.5% | +71.0% |
| All | +582.1% | +7,620.5% | -7,038.3% | +329.8% |
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