-71.1%
FLNC vs FIVE
+28.0%
-99.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.7% | -5.6% | -7.0% |
| 7D | -4.2% | +1.7% | -5.8% | -4.9% |
| 30D | -20.0% | +5.0% | -25.0% | -22.2% |
| 3M | -56.9% | +29.5% | -86.4% | -62.4% |
| 6M | -35.5% | +12.4% | -48.0% | -42.3% |
| YTD | -48.8% | +31.2% | -80.0% | -58.2% |
| 1Y | +49.3% | +72.9% | -23.6% | +5.5% |
| 3Y | -61.8% | +53.0% | -114.8% | -73.9% |
| All | -71.1% | +28.0% | -99.1% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling