+182.9%
FTI vs JBHT
+192.4%
-9.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.4% |
| 7D | -7.6% | -1.6% | -6.0% | -7.0% |
| 30D | -7.1% | -2.3% | -4.8% | -6.4% |
| 3M | -8.7% | -18.5% | +9.8% | -1.1% |
| 6M | -14.0% | -11.3% | -2.7% | -11.2% |
| YTD | +42.8% | +12.6% | +30.3% | +30.3% |
| 1Y | +50.4% | +29.8% | +20.6% | +27.8% |
| 3Y | +194.1% | +28.1% | +166.0% | +138.4% |
| 5Y | +775.2% | +17.7% | +757.5% | +613.3% |
| All | +182.9% | +192.4% | -9.5% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling