+146.6%
FTNT vs JBHT
+31.6%
+115.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +2.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -37.1% | -2.2% | -35.0% | -36.8% |
| 3M | -23.3% | -16.5% | -6.8% | -20.4% |
| 6M | +7.4% | -8.4% | +15.8% | +8.8% |
| YTD | +54.2% | +16.1% | +38.2% | +46.4% |
| 1Y | +49.7% | +31.9% | +17.8% | +37.2% |
| 3Y | +146.6% | +34.1% | +112.5% | +129.6% |
| All | +146.6% | +31.6% | +115.0% | +129.6% |
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