+104.5%
FTNT vs JBHT
+89.9%
+14.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.2% |
| 7D | -5.8% | +4.9% | -10.7% | -6.1% |
| 30D | -4.8% | +0.6% | -5.4% | -4.8% |
| 3M | +4.4% | -3.2% | +7.6% | +4.5% |
| 6M | +88.8% | +17.0% | +71.8% | +87.0% |
| YTD | +96.8% | +41.7% | +55.2% | +94.1% |
| 1Y | +104.5% | +90.0% | +14.5% | +102.4% |
| All | +104.5% | +89.9% | +14.5% | +102.4% |
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