-44.5%
FLUT vs JBHT
+34.7%
-79.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +3.4% | -1.1% | +4.5% | +3.6% |
| 3M | -12.5% | -14.8% | +2.3% | -9.7% |
| 6M | -18.5% | -7.4% | -11.0% | -17.9% |
| YTD | -61.6% | +17.3% | -78.9% | -64.1% |
| 1Y | -64.1% | +35.3% | -99.4% | -67.8% |
| 3Y | -44.5% | +33.9% | -78.4% | -51.2% |
| All | -44.5% | +34.7% | -79.2% | -51.2% |
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