+9,303.7%
FTNT vs JBHT
+867.5%
+8,436.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -1.2% |
| 7D | -5.8% | +4.9% | -10.7% | -7.7% |
| 30D | -4.8% | +0.6% | -5.4% | -5.2% |
| 3M | +4.4% | -3.2% | +7.6% | +5.3% |
| 6M | +88.8% | +17.0% | +71.8% | +73.8% |
| YTD | +96.8% | +41.7% | +55.2% | +66.0% |
| 1Y | +104.5% | +90.0% | +14.5% | +48.4% |
| 3Y | +156.8% | +47.0% | +109.8% | +102.9% |
| 5Y | +144.1% | +58.3% | +85.7% | +82.9% |
| 10Y | +2,021.8% | +273.9% | +1,747.9% | +843.6% |
| All | +9,303.7% | +867.5% | +8,436.2% | +2,205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling