+211.7%
FTI vs JBHT
+31.6%
+180.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | -4.3% | +0.2% | -4.6% | -4.4% |
| 30D | -8.0% | -2.2% | -5.9% | -7.7% |
| 3M | -8.0% | -16.5% | +8.4% | -4.3% |
| 6M | -8.7% | -8.4% | -0.2% | -7.6% |
| YTD | +43.9% | +16.1% | +27.8% | +35.2% |
| 1Y | +49.8% | +31.9% | +17.9% | +35.5% |
| 3Y | +211.7% | +34.1% | +177.6% | +151.9% |
| All | +211.7% | +31.6% | +180.1% | +151.9% |
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