+47.1%
JBHT vs FBTC
+65.3%
-18.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.1% |
| 7D | +4.9% | +2.9% | +2.0% | +4.6% |
| 30D | +0.6% | +23.0% | -22.4% | -1.6% |
| 3M | -3.2% | +25.6% | -28.8% | -5.6% |
| 6M | +17.0% | +9.0% | +8.0% | +15.6% |
| YTD | +41.7% | -8.9% | +50.6% | +42.2% |
| 1Y | +90.0% | -27.5% | +117.5% | +95.3% |
| All | +47.1% | +65.3% | -18.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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