+2.7%
FSLY vs JBHT
+17.9%
-15.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -4.2% |
| 7D | -10.6% | +4.9% | -15.5% | -13.1% |
| 30D | -20.9% | +0.6% | -21.5% | -20.6% |
| 3M | +3.4% | -3.2% | +6.6% | +5.3% |
| 6M | +2.7% | +17.0% | -14.2% | -1.1% |
| All | +2.7% | +17.9% | -15.2% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling