+185.2%
FTI vs JBHT
+28.2%
+156.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -1.0% | -3.7% |
| 7D | -8.0% | -1.4% | -6.6% | -7.7% |
| 30D | -11.9% | -3.1% | -8.8% | -11.3% |
| 3M | -11.0% | -19.5% | +8.5% | -6.6% |
| 6M | -17.8% | -9.6% | -8.2% | -16.6% |
| YTD | +38.5% | +13.3% | +25.2% | +30.9% |
| 1Y | +45.9% | +29.7% | +16.3% | +32.5% |
| All | +185.2% | +28.2% | +156.9% | +135.7% |
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