+295.2%
FTI vs JBHT
+51.6%
+243.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.0% |
| 7D | +5.3% | +4.9% | +0.4% | +4.1% |
| 30D | +15.3% | +0.6% | +14.8% | +15.1% |
| 3M | +15.8% | -3.2% | +19.0% | +16.4% |
| 6M | +22.6% | +17.0% | +5.6% | +17.0% |
| YTD | +79.5% | +41.7% | +37.9% | +62.6% |
| 1Y | +102.0% | +90.0% | +12.0% | +67.7% |
| All | +295.2% | +51.6% | +243.6% | +237.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling