-26.1%
FLUT vs JBHT
+191.4%
-217.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | -0.2% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | +2.8% | -2.2% | +4.9% | +3.1% |
| 3M | -13.5% | -16.5% | +3.0% | -10.9% |
| 6M | -19.0% | -8.4% | -10.5% | -18.2% |
| YTD | -61.9% | +16.1% | -77.9% | -63.5% |
| 1Y | -63.2% | +31.9% | -95.2% | -65.7% |
| 3Y | -46.0% | +34.1% | -80.1% | -50.5% |
| 5Y | -51.8% | +20.1% | -71.9% | -55.6% |
| 10Y | -26.1% | +184.7% | -210.7% | -26.8% |
| All | -26.1% | +191.4% | -217.5% | -26.8% |
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