-60.2%
FLNC vs FIVE
+52.3%
-112.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.7% | -5.6% | -7.3% |
| 7D | -4.2% | +1.7% | -5.8% | -4.7% |
| 30D | -20.0% | +5.0% | -25.0% | -21.7% |
| 3M | -56.9% | +29.5% | -86.4% | -61.1% |
| 6M | -35.5% | +12.4% | -48.0% | -40.8% |
| YTD | -48.8% | +31.2% | -80.0% | -56.4% |
| 1Y | +49.3% | +72.9% | -23.6% | +12.9% |
| All | -60.2% | +52.3% | -112.5% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling