In options, have the ability to use a fiscal year setting.
Kenneth Barber commented
Definitely! I had this problem myself with the Timeline Slicer:
Steve Latta commented
Add user-definable fiscal periods that can be embedded into the workbook and make them available to existing functions and groupings. For example, if Fiscal Quarter 1 is defined as Oct-Dec, then selecting Quarter 1 using an automatic grouping would include Oct 1-Dec 31 rather than Jan 1- Mar 31.