-32.3%
FSLY vs JBHT
+152.0%
-184.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | -22.9% | +0.9% | -23.9% | -22.8% |
| 30D | -44.6% | -1.1% | -43.5% | -44.0% |
| 3M | -41.5% | -14.8% | -26.7% | -36.4% |
| 6M | -20.8% | -7.4% | -13.4% | -17.9% |
| YTD | +59.5% | +17.3% | +42.2% | +42.8% |
| 1Y | +36.1% | +35.3% | +0.8% | +12.2% |
| 3Y | -1.0% | +33.9% | -34.9% | -21.5% |
| 5Y | -66.9% | +22.5% | -89.5% | -72.4% |
| All | -32.3% | +152.0% | -184.3% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling