-66.5%
FSLY vs JBHT
+22.5%
-89.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -4.6% |
| 7D | +4.9% | +7.0% | -2.2% | +0.9% |
| 30D | -33.5% | +0.5% | -34.0% | -33.4% |
| 3M | -44.6% | -17.4% | -27.3% | -38.5% |
| 6M | -9.2% | -1.7% | -7.5% | -8.8% |
| YTD | +63.3% | +20.7% | +42.5% | +41.3% |
| 1Y | +45.3% | +41.1% | +4.2% | +13.3% |
| 3Y | +3.7% | +38.0% | -34.2% | -22.9% |
| All | -66.5% | +22.5% | -89.0% | -74.8% |
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 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