+85.5%
FTNT vs JBHT
+21.8%
+63.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -3.5% | +0.9% | -4.5% | -3.8% |
| 30D | -36.5% | -1.1% | -35.4% | -36.3% |
| 3M | -24.7% | -14.8% | -9.9% | -21.1% |
| 6M | +8.3% | -7.4% | +15.8% | +9.9% |
| YTD | +55.6% | +17.3% | +38.3% | +43.2% |
| 1Y | +50.2% | +35.3% | +14.9% | +30.6% |
| 3Y | +143.2% | +33.9% | +109.2% | +104.5% |
| 5Y | +85.5% | +22.5% | +62.9% | +57.5% |
| All | +85.5% | +21.8% | +63.7% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling