+2,582.9%
FTAI vs JBHT
+248.7%
+2,334.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.6% |
| 7D | +0.7% | +4.9% | -4.2% | -1.1% |
| 30D | -12.1% | +0.6% | -12.7% | -12.3% |
| 3M | -21.3% | -3.2% | -18.1% | -20.9% |
| 6M | -30.2% | +17.0% | -47.2% | -34.8% |
| YTD | +0.3% | +41.7% | -41.4% | -12.8% |
| 1Y | +27.2% | +90.0% | -62.8% | -2.8% |
| 3Y | +443.9% | +47.0% | +396.9% | +349.2% |
| 5Y | +853.5% | +58.3% | +795.2% | +647.8% |
| 10Y | +3,169.1% | +273.9% | +2,895.2% | +1,717.5% |
| All | +2,582.9% | +248.7% | +2,334.2% | +1,438.2% |
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