+51.8%
FTNT vs JBHT
+34.8%
+17.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -25.7% | +1.7% | -27.4% | -25.8% |
| 30D | -29.7% | -1.2% | -28.6% | -29.6% |
| 3M | -23.1% | -17.1% | -6.0% | -21.5% |
| 6M | +45.0% | -4.4% | +49.4% | +46.6% |
| YTD | +62.9% | +17.5% | +45.5% | +59.4% |
| 1Y | +51.8% | +32.6% | +19.2% | +44.5% |
| All | +51.8% | +34.8% | +17.0% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling