-12.3%
FSLY vs JBHT
+152.4%
-164.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.7% |
| 7D | -22.2% | +1.7% | -23.9% | -22.9% |
| 30D | -19.1% | -1.2% | -18.0% | -18.7% |
| 3M | -15.7% | -17.1% | +1.4% | -7.6% |
| 6M | -23.5% | -4.4% | -19.1% | -21.9% |
| YTD | +106.6% | +17.5% | +89.1% | +83.8% |
| 1Y | +164.3% | +32.6% | +131.7% | +118.8% |
| 3Y | +19.8% | +33.0% | -13.2% | -5.1% |
| 5Y | -61.3% | +20.3% | -81.7% | -67.6% |
| All | -12.3% | +152.4% | -164.7% | -59.5% |
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