+2,112.4%
FTI vs JBHT
+7,982.2%
-5,869.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -0.2% | +7.1% | -7.3% | -3.0% |
| 30D | +12.3% | +2.3% | +10.0% | +11.1% |
| 3M | +13.8% | -4.5% | +18.2% | +15.3% |
| 6M | +24.3% | +29.2% | -4.9% | +10.5% |
| YTD | +75.8% | +42.2% | +33.6% | +49.8% |
| 1Y | +99.6% | +93.7% | +5.9% | +47.0% |
| 3Y | +278.4% | +53.2% | +225.2% | +198.5% |
| 5Y | +1,168.7% | +62.4% | +1,106.3% | +857.0% |
| 10Y | +297.5% | +274.7% | +22.8% | +111.5% |
| All | +2,112.4% | +7,982.2% | -5,869.8% | +453.6% |
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