+1,643.4%
FTI vs JBHT
+6,341.2%
-4,697.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -1.0% | -3.1% |
| 7D | -8.0% | -1.4% | -6.6% | -7.5% |
| 30D | -11.9% | -3.1% | -8.8% | -11.0% |
| 3M | -11.0% | -19.5% | +8.5% | -3.9% |
| 6M | -17.8% | -9.6% | -8.2% | -15.9% |
| YTD | +38.5% | +13.3% | +25.2% | +28.2% |
| 1Y | +45.9% | +29.7% | +16.3% | +27.6% |
| 3Y | +181.8% | +28.3% | +153.5% | +137.9% |
| 5Y | +748.6% | +18.5% | +730.2% | +624.0% |
| 10Y | +180.4% | +198.1% | -17.7% | +62.3% |
| All | +1,643.4% | +6,341.2% | -4,697.8% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling