+93.9%
FTV vs JBHT
+271.5%
-177.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.2% |
| 7D | -4.5% | +4.9% | -9.4% | -6.4% |
| 30D | -7.1% | +0.6% | -7.6% | -7.5% |
| 3M | -7.2% | -3.2% | -4.0% | -6.4% |
| 6M | -1.5% | +17.0% | -18.5% | -9.3% |
| YTD | +3.5% | +41.7% | -38.2% | -12.4% |
| 1Y | +20.3% | +90.0% | -69.6% | -12.0% |
| 3Y | -3.1% | +47.0% | -50.1% | -22.4% |
| 5Y | +2.3% | +58.3% | -56.0% | -23.0% |
| 10Y | +76.3% | +273.9% | -197.6% | -11.3% |
| All | +93.9% | +271.5% | -177.6% | -2.5% |
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