+47.6%
FTNT vs JBHT
+29.5%
+18.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -12.7% | -1.6% | -11.1% | -12.4% |
| 30D | -37.2% | -2.3% | -34.9% | -36.9% |
| 3M | -25.8% | -18.5% | -7.3% | -23.9% |
| 6M | +32.1% | -11.3% | +43.4% | +34.9% |
| YTD | +49.7% | +12.6% | +37.1% | +48.5% |
| 1Y | +47.6% | +29.8% | +17.8% | +43.8% |
| All | +47.6% | +29.5% | +18.0% | +43.8% |
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