-84.6%
FLNC vs JBHT
+20.3%
-104.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +0.3% |
| 7D | +3.6% | +0.4% | +3.2% | +3.8% |
| 30D | -27.3% | -2.0% | -25.4% | -26.1% |
| 3M | -59.1% | -16.3% | -42.8% | -54.1% |
| 6M | -77.6% | -8.2% | -69.4% | -76.8% |
| YTD | -72.7% | +16.3% | -89.0% | -76.7% |
| 1Y | -74.0% | +32.2% | -106.2% | -79.9% |
| 3Y | -69.6% | +34.4% | -103.9% | -78.7% |
| 5Y | -85.2% | +20.3% | -105.5% | -88.6% |
| All | -84.6% | +20.3% | -104.9% | -88.0% |
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