-51.1%
FLUT vs JBHT
+58.3%
-109.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.9% |
| 7D | -1.6% | +4.9% | -6.5% | -2.9% |
| 30D | +7.7% | +0.6% | +7.2% | +7.4% |
| 3M | -0.7% | -3.2% | +2.5% | -0.3% |
| 6M | -11.2% | +17.0% | -28.1% | -15.9% |
| YTD | -53.4% | +41.7% | -95.1% | -58.6% |
| 1Y | -65.8% | +90.0% | -155.7% | -72.5% |
| 3Y | -44.9% | +47.0% | -91.9% | -52.9% |
| All | -51.1% | +58.3% | -109.3% | -61.2% |
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 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