+122.8%
FTV vs JBHT
+197.2%
-74.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -2.8% |
| 7D | -0.6% | -1.4% | +0.7% | 0.0% |
| 30D | +13.0% | -3.1% | +16.1% | +14.3% |
| 3M | +6.8% | -19.5% | +26.3% | +15.8% |
| 6M | +8.0% | -9.6% | +17.6% | +10.7% |
| YTD | +18.9% | +13.3% | +5.6% | +9.7% |
| 1Y | +30.8% | +29.7% | +1.1% | +13.6% |
| 3Y | +33.4% | +28.3% | +5.1% | +12.0% |
| 5Y | +12.7% | +18.5% | -5.8% | -4.2% |
| 10Y | +111.6% | +198.1% | -86.5% | +16.1% |
| All | +122.8% | +197.2% | -74.4% | +22.1% |
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