-86.6%
FLNC vs JBHT
+24.9%
-111.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -2.7% |
| 7D | -11.2% | +7.0% | -18.2% | -15.4% |
| 30D | -24.6% | +0.5% | -25.1% | -24.6% |
| 3M | -64.6% | -17.4% | -47.2% | -60.0% |
| 6M | -78.8% | -1.7% | -77.1% | -79.1% |
| YTD | -76.3% | +20.7% | -97.1% | -80.3% |
| 1Y | -71.2% | +41.1% | -112.3% | -78.8% |
| 3Y | -71.9% | +38.0% | -109.9% | -80.6% |
| 5Y | -87.5% | +22.5% | -110.0% | -90.4% |
| All | -86.6% | +24.9% | -111.5% | -89.8% |
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 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