+576.2%
FE vs JBHT
+9,208.7%
-8,632.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.0% |
| 7D | +1.9% | +4.9% | -2.9% | +1.2% |
| 30D | -1.2% | +0.6% | -1.7% | -1.3% |
| 3M | +3.5% | -3.2% | +6.7% | +3.8% |
| 6M | -6.1% | +17.0% | -23.0% | -8.5% |
| YTD | +7.6% | +41.7% | -34.0% | +1.9% |
| 1Y | +11.9% | +90.0% | -78.1% | +1.0% |
| 3Y | +48.4% | +47.0% | +1.5% | +37.2% |
| 5Y | +44.8% | +58.3% | -13.5% | +30.9% |
| 10Y | +115.9% | +273.9% | -158.0% | +71.1% |
| All | +576.2% | +9,208.7% | -8,632.5% | +316.1% |
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 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