-4.3%
FSLY vs JBHT
+27.4%
-31.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.3% |
| 7D | -31.4% | -1.6% | -29.8% | -30.7% |
| 30D | -37.3% | -2.3% | -35.0% | -36.5% |
| 3M | -30.1% | -18.5% | -11.7% | -24.7% |
| 6M | -49.8% | -11.3% | -38.5% | -47.2% |
| YTD | +55.7% | +12.6% | +43.1% | +46.5% |
| 1Y | +44.5% | +29.8% | +14.7% | +27.0% |
| 3Y | -4.3% | +28.1% | -32.4% | -18.8% |
| All | -4.3% | +27.4% | -31.7% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling