-70.4%
FLNC vs FIVE
+30.7%
-101.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | -1.1% |
| 7D | -4.9% | +4.3% | -9.1% | -6.9% |
| 30D | -27.3% | +12.5% | -39.8% | -31.9% |
| 3M | -61.9% | +31.2% | -93.1% | -67.0% |
| 6M | -34.5% | +14.4% | -48.9% | -41.8% |
| YTD | -47.7% | +33.9% | -81.6% | -57.7% |
| 1Y | +53.3% | +65.1% | -11.7% | +11.2% |
| 3Y | -62.4% | +49.0% | -111.4% | -73.8% |
| All | -70.4% | +30.7% | -101.1% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling