+12.7%
FTV vs JBHT
+15.0%
-2.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -2.9% |
| 7D | -0.6% | -1.4% | +0.7% | -0.1% |
| 30D | +13.0% | -3.1% | +16.1% | +14.2% |
| 3M | +6.8% | -19.5% | +26.3% | +14.9% |
| 6M | +8.0% | -9.6% | +17.6% | +10.3% |
| YTD | +18.9% | +13.3% | +5.6% | +10.2% |
| 1Y | +30.8% | +29.7% | +1.1% | +14.6% |
| 3Y | +33.4% | +28.3% | +5.1% | +13.0% |
| 5Y | +12.7% | +18.5% | -5.8% | -5.0% |
| All | +12.7% | +15.0% | -2.3% | -5.0% |
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 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