-68.5%
FLNC vs JBHT
+47.0%
-115.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.4% |
| 7D | +6.0% | +7.1% | -1.2% | +0.8% |
| 30D | -16.3% | +2.3% | -18.7% | -17.8% |
| 3M | -54.1% | -4.5% | -49.6% | -52.9% |
| 6M | -25.3% | +29.2% | -54.5% | -39.6% |
| YTD | -44.2% | +42.2% | -86.4% | -58.2% |
| 1Y | +53.1% | +93.7% | -40.6% | -14.3% |
| 3Y | -58.3% | +53.2% | -111.5% | -72.4% |
| All | -68.5% | +47.0% | -115.5% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling