-63.2%
FLUT vs JBHT
+34.8%
-98.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | +4.2% | +1.7% | +2.4% | +3.9% |
| 30D | +8.0% | -1.2% | +9.2% | +8.1% |
| 3M | -22.1% | -17.1% | -4.9% | -20.6% |
| 6M | -21.7% | -4.4% | -17.3% | -22.0% |
| YTD | -62.0% | +17.5% | -79.5% | -66.0% |
| 1Y | -63.2% | +32.6% | -95.8% | -69.8% |
| All | -63.2% | +34.8% | -98.0% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling