-71.9%
FLNC vs JBHT
+27.4%
-99.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.7% |
| 7D | -7.9% | -1.6% | -6.3% | -6.9% |
| 30D | -31.3% | -2.3% | -29.0% | -30.3% |
| 3M | -60.1% | -18.5% | -41.6% | -56.3% |
| 6M | -61.1% | -11.3% | -49.9% | -59.3% |
| YTD | -73.4% | +12.6% | -85.9% | -75.4% |
| 1Y | -73.4% | +29.8% | -103.2% | -77.1% |
| 3Y | -71.9% | +28.1% | -100.0% | -79.9% |
| All | -71.9% | +27.4% | -99.3% | -79.9% |
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