-64.1%
FLUT vs JBHT
+33.2%
-97.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +3.4% | -1.1% | +4.5% | +3.5% |
| 3M | -12.5% | -14.8% | +2.3% | -11.2% |
| 6M | -18.5% | -7.4% | -11.0% | -18.3% |
| YTD | -61.6% | +17.3% | -78.9% | -66.0% |
| 1Y | -64.1% | +35.3% | -99.4% | -71.7% |
| All | -64.1% | +33.2% | -97.3% | -71.7% |
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