+152.9%
FTNT vs JBHT
+38.8%
+114.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.3% |
| 7D | +7.1% | +7.0% | 0.0% | +5.4% |
| 30D | -30.9% | +0.5% | -31.4% | -30.9% |
| 3M | -23.1% | -17.4% | -5.7% | -20.1% |
| 6M | +8.1% | -1.7% | +9.8% | +7.8% |
| YTD | +60.2% | +20.7% | +39.5% | +50.7% |
| 1Y | +57.0% | +41.1% | +15.9% | +41.6% |
| 3Y | +152.9% | +38.0% | +114.9% | +133.0% |
| All | +152.9% | +38.8% | +114.1% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling