+148.8%
FTNT vs JBHT
+58.3%
+90.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -1.0% |
| 7D | -5.8% | +4.9% | -10.7% | -7.4% |
| 30D | -4.8% | +0.6% | -5.4% | -5.1% |
| 3M | +4.4% | -3.2% | +7.6% | +5.1% |
| 6M | +88.8% | +17.0% | +71.8% | +76.5% |
| YTD | +96.8% | +41.7% | +55.2% | +70.9% |
| 1Y | +104.5% | +90.0% | +14.5% | +56.3% |
| 3Y | +156.8% | +47.0% | +109.8% | +113.4% |
| All | +148.8% | +58.3% | +90.5% | +96.7% |
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