-28.1%
FSLY vs REPL
+45.4%
-73.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.4% | +12.7% | +6.7% |
| 7D | -17.9% | +5.3% | -23.2% | -18.2% |
| 30D | -34.7% | +66.6% | -101.3% | -37.2% |
| 3M | -40.0% | +59.6% | -99.6% | -42.3% |
| 6M | -11.8% | +482.4% | -494.2% | -27.1% |
| YTD | +69.5% | +124.1% | -54.5% | +44.7% |
| 1Y | +44.0% | +138.6% | -94.6% | +22.1% |
| 3Y | +5.2% | +96.0% | -90.8% | -30.4% |
| 5Y | -65.6% | -35.4% | -30.2% | -74.0% |
| All | -28.1% | +45.4% | -73.4% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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