-72.3%
FLNC vs FIVE
+25.0%
-97.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.9% | -3.1% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | -26.1% | +3.0% | -29.1% | -27.4% |
| 3M | -55.2% | +23.2% | -78.4% | -59.9% |
| 6M | -42.6% | +9.2% | -51.7% | -47.8% |
| YTD | -51.0% | +28.1% | -79.1% | -59.5% |
| 1Y | +43.3% | +65.3% | -21.9% | +3.8% |
| 3Y | -63.4% | +49.4% | -112.8% | -74.7% |
| All | -72.3% | +25.0% | -97.3% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling