-35.9%
FSLY vs JBHT
+143.4%
-179.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -3.6% | -23.3% | -25.1% |
| 7D | -40.0% | -1.4% | -38.6% | -39.2% |
| 30D | -39.7% | -3.1% | -36.6% | -38.4% |
| 3M | -40.9% | -19.5% | -21.4% | -33.9% |
| 6M | -52.5% | -9.6% | -42.9% | -49.8% |
| YTD | +51.1% | +13.3% | +37.8% | +37.8% |
| 1Y | +90.6% | +29.7% | +60.9% | +60.5% |
| 3Y | -12.4% | +28.3% | -40.7% | -28.9% |
| 5Y | -69.1% | +18.5% | -87.6% | -73.7% |
| All | -35.9% | +143.4% | -179.3% | -69.7% |
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