+184.1%
FTI vs JBHT
+182.5%
+1.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.1% |
| 7D | +4.3% | +7.0% | -2.7% | +1.2% |
| 30D | -4.7% | +0.5% | -5.2% | -5.1% |
| 3M | -13.5% | -17.4% | +3.8% | -6.8% |
| 6M | -8.7% | -1.7% | -7.0% | -10.0% |
| YTD | +49.0% | +20.7% | +28.3% | +31.8% |
| 1Y | +54.0% | +41.1% | +12.9% | +26.1% |
| 3Y | +211.6% | +38.0% | +173.6% | +144.2% |
| 5Y | +881.9% | +22.5% | +859.4% | +690.5% |
| All | +184.1% | +182.5% | +1.7% | +35.7% |
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 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