+2,054.3%
FLUT vs JBHT
+5,935.8%
-3,881.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.4% |
| 7D | -1.6% | +4.9% | -6.5% | -2.0% |
| 30D | +7.7% | +0.6% | +7.2% | +7.7% |
| 3M | -0.7% | -3.2% | +2.5% | -0.6% |
| 6M | -11.2% | +17.0% | -28.1% | -12.5% |
| YTD | -53.4% | +41.7% | -95.1% | -54.9% |
| 1Y | -65.8% | +90.0% | -155.7% | -67.7% |
| 3Y | -44.9% | +47.0% | -91.9% | -47.3% |
| 5Y | -49.7% | +58.3% | -108.0% | -52.2% |
| 10Y | -9.7% | +273.9% | -283.6% | -15.8% |
| All | +2,054.3% | +5,935.8% | -3,881.6% | +2,020.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling