+107.5%
FTV vs JBHT
+191.4%
-84.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.3% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +17.2% | -2.2% | +19.3% | +18.1% |
| 3M | +8.9% | -16.5% | +25.3% | +16.3% |
| 6M | +11.3% | -8.4% | +19.7% | +13.5% |
| YTD | +21.9% | +16.1% | +5.9% | +11.3% |
| 1Y | +31.6% | +31.9% | -0.4% | +13.3% |
| 3Y | +38.1% | +34.1% | +4.0% | +13.5% |
| 5Y | +15.7% | +20.1% | -4.4% | -2.3% |
| 10Y | +107.5% | +184.7% | -77.2% | +19.7% |
| All | +107.5% | +191.4% | -84.0% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling