+48.8%
FTNT vs JBHT
+32.1%
+16.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +2.6% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | -37.1% | -2.0% | -35.2% | -36.9% |
| 3M | -23.3% | -16.3% | -7.0% | -21.8% |
| 6M | +7.4% | -8.2% | +15.6% | +9.1% |
| YTD | +54.2% | +16.3% | +37.9% | +52.2% |
| All | +48.8% | +32.1% | +16.8% | +44.2% |
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