-68.4%
FLNC vs FIVE
+63.3%
-131.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +6.7% | +3.5% | +9.9% |
| 7D | -2.1% | +7.5% | -9.6% | -2.3% |
| 30D | -20.8% | +16.7% | -37.5% | -20.9% |
| 3M | -61.3% | +13.4% | -74.7% | -61.2% |
| 6M | -50.9% | +9.0% | -59.9% | -51.1% |
| YTD | -69.4% | +33.8% | -103.2% | -75.3% |
| 1Y | -68.4% | +61.2% | -129.6% | -80.7% |
| All | -68.4% | +63.3% | -131.7% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling