+1,789.3%
FTNT vs JBHT
+192.4%
+1,597.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -12.7% | -1.6% | -11.1% | -12.1% |
| 30D | -37.2% | -2.3% | -34.9% | -36.7% |
| 3M | -25.8% | -18.5% | -7.3% | -20.6% |
| 6M | +32.1% | -11.3% | +43.4% | +36.2% |
| YTD | +49.7% | +12.6% | +37.1% | +39.5% |
| 1Y | +47.6% | +29.8% | +17.8% | +29.9% |
| 3Y | +137.2% | +28.1% | +109.1% | +102.2% |
| 5Y | +74.2% | +17.7% | +56.5% | +51.2% |
| All | +1,789.3% | +192.4% | +1,597.0% | +1,082.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling