+180.2%
FTI vs JBHT
+191.4%
-11.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.6% |
| 7D | -4.3% | +0.2% | -4.6% | -4.4% |
| 30D | -8.0% | -2.2% | -5.9% | -7.4% |
| 3M | -8.0% | -16.5% | +8.4% | -1.5% |
| 6M | -8.7% | -8.4% | -0.2% | -7.1% |
| YTD | +43.9% | +16.1% | +27.8% | +29.5% |
| 1Y | +49.8% | +31.9% | +17.9% | +26.4% |
| 3Y | +211.7% | +34.1% | +177.6% | +147.1% |
| 5Y | +781.6% | +20.1% | +761.5% | +613.1% |
| 10Y | +180.2% | +184.7% | -4.5% | +33.0% |
| All | +180.2% | +191.4% | -11.3% | +33.0% |
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