+13.5%
FTV vs JBHT
+17.1%
-3.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.9% |
| 30D | +15.7% | -2.3% | +17.9% | +16.5% |
| 3M | +7.5% | -18.5% | +26.0% | +15.1% |
| 6M | +8.5% | -11.3% | +19.7% | +11.6% |
| YTD | +18.8% | +12.6% | +6.2% | +10.4% |
| 1Y | +28.5% | +29.8% | -1.2% | +12.6% |
| 3Y | +34.0% | +28.1% | +5.9% | +13.6% |
| All | +13.5% | +17.1% | -3.6% | -3.8% |
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