-51.0%
FLUT vs JBHT
+17.1%
-68.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +7.7% | -2.3% | +10.0% | +8.2% |
| 3M | -12.2% | -18.5% | +6.3% | -7.9% |
| 6M | -17.6% | -11.3% | -6.3% | -16.0% |
| YTD | -62.0% | +12.6% | -74.6% | -64.3% |
| 1Y | -62.3% | +29.8% | -92.0% | -66.1% |
| 3Y | -52.0% | +28.1% | -80.0% | -57.8% |
| All | -51.0% | +17.1% | -68.1% | -57.8% |
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 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