-33.9%
FSLY vs REPL
+44.3%
-78.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.0% | -4.9% | +2.5% |
| 7D | -31.4% | +22.8% | -54.2% | -32.4% |
| 30D | -37.3% | +63.8% | -101.1% | -39.6% |
| 3M | -30.1% | +68.1% | -98.2% | -32.9% |
| 6M | -49.8% | +528.5% | -578.3% | -58.7% |
| YTD | +55.7% | +122.4% | -66.7% | +33.0% |
| 1Y | +44.5% | +154.4% | -109.9% | +21.9% |
| 3Y | -4.3% | +68.0% | -72.3% | -35.1% |
| 5Y | -68.2% | -35.4% | -32.8% | -75.9% |
| All | -33.9% | +44.3% | -78.3% | -62.8% |
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