+1,685.4%
FLUT vs JBHT
+4,728.1%
-3,042.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +1.7% |
| 7D | +4.8% | -1.4% | +6.2% | +4.9% |
| 30D | +8.8% | -3.1% | +11.9% | +9.1% |
| 3M | -10.7% | -19.5% | +8.8% | -9.2% |
| 6M | -19.7% | -9.6% | -10.1% | -19.2% |
| YTD | -61.4% | +13.3% | -74.7% | -62.0% |
| 1Y | -61.6% | +29.7% | -91.3% | -62.6% |
| 3Y | -51.4% | +28.3% | -79.7% | -52.9% |
| 5Y | -51.0% | +18.5% | -69.5% | -52.5% |
| 10Y | -25.2% | +198.1% | -223.3% | -29.0% |
| All | +1,685.4% | +4,728.1% | -3,042.7% | +1,688.2% |
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 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