-51.0%
FLUT vs JBHT
+15.0%
-66.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +2.4% |
| 7D | +4.8% | -1.4% | +6.2% | +5.1% |
| 30D | +8.8% | -3.1% | +11.9% | +9.6% |
| 3M | -10.7% | -19.5% | +8.8% | -6.0% |
| 6M | -19.7% | -9.6% | -10.1% | -18.6% |
| YTD | -61.4% | +13.3% | -74.7% | -63.8% |
| 1Y | -61.6% | +29.7% | -91.3% | -65.5% |
| 3Y | -51.4% | +28.3% | -79.7% | -57.3% |
| 5Y | -51.0% | +18.5% | -69.5% | -57.9% |
| All | -51.0% | +15.0% | -66.0% | -57.9% |
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