-60.5%
FLNC vs JBHT
+51.6%
-112.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.1% |
| 7D | -4.9% | +4.9% | -9.8% | -7.2% |
| 30D | -27.3% | +0.6% | -27.8% | -27.5% |
| 3M | -61.9% | -3.2% | -58.7% | -61.4% |
| 6M | -34.5% | +17.0% | -51.4% | -40.3% |
| YTD | -47.7% | +41.7% | -89.3% | -57.0% |
| 1Y | +53.3% | +90.0% | -36.7% | +5.3% |
| All | -60.5% | +51.6% | -112.0% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling