-10.4%
FSLY vs REPL
-1.4%
-9.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.5% |
| 7D | +3.5% | -5.7% | +9.2% | +3.9% |
| 30D | -6.4% | +22.5% | -28.9% | -7.7% |
| 3M | +10.9% | +64.7% | -53.8% | +3.5% |
| 6M | +6.7% | +83.0% | -76.3% | -7.3% |
| YTD | +111.1% | +52.0% | +59.1% | +85.9% |
| 1Y | +185.8% | +144.5% | +41.2% | +131.3% |
| 3Y | -6.6% | -25.1% | +18.5% | -29.0% |
| 5Y | -52.4% | -52.9% | +0.5% | -63.2% |
| All | -10.4% | -1.4% | -9.0% | -48.0% |
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