+7,271.2%
FTNT vs JBHT
+673.9%
+6,597.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.8% | -3.8% |
| 7D | -11.9% | -1.4% | -10.5% | -11.4% |
| 30D | -35.9% | -3.1% | -32.9% | -35.1% |
| 3M | -25.4% | -19.5% | -5.8% | -18.9% |
| 6M | +36.2% | -9.6% | +45.8% | +39.9% |
| YTD | +54.3% | +13.3% | +41.0% | +41.9% |
| 1Y | +42.5% | +29.7% | +12.8% | +23.2% |
| 3Y | +142.7% | +28.3% | +114.4% | +101.6% |
| 5Y | +79.5% | +18.5% | +61.1% | +51.9% |
| 10Y | +1,883.6% | +198.1% | +1,685.5% | +865.3% |
| All | +7,271.2% | +673.9% | +6,597.3% | +1,870.4% |
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