+838.8%
FTI vs JBHT
+21.8%
+817.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -3.3% | +0.9% | -4.2% | -3.6% |
| 30D | -7.2% | -1.1% | -6.1% | -7.1% |
| 3M | -12.9% | -14.8% | +1.9% | -9.0% |
| 6M | -7.9% | -7.4% | -0.4% | -6.9% |
| YTD | +45.2% | +17.3% | +27.8% | +34.2% |
| 1Y | +48.1% | +35.3% | +12.7% | +30.0% |
| 3Y | +205.0% | +33.9% | +171.0% | +158.2% |
| 5Y | +838.8% | +22.5% | +816.3% | +644.2% |
| All | +838.8% | +21.8% | +817.0% | +644.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling