+1,133.2%
FTI vs JBHT
+58.3%
+1,075.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.2% |
| 7D | +5.3% | +4.9% | +0.4% | +3.6% |
| 30D | +15.3% | +0.6% | +14.8% | +15.0% |
| 3M | +15.8% | -3.2% | +19.0% | +16.5% |
| 6M | +22.6% | +17.0% | +5.6% | +15.1% |
| YTD | +79.5% | +41.7% | +37.9% | +57.4% |
| 1Y | +102.0% | +90.0% | +12.0% | +57.4% |
| 3Y | +315.8% | +47.0% | +268.8% | +246.2% |
| All | +1,133.2% | +58.3% | +1,075.0% | +871.7% |
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 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