-6.6%
FSLY vs REPL
-24.7%
+18.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.4% |
| 7D | +3.5% | -5.7% | +9.2% | +3.6% |
| 30D | -6.4% | +22.5% | -28.9% | -7.0% |
| 3M | +10.9% | +64.7% | -53.8% | +7.7% |
| 6M | +6.7% | +83.0% | -76.3% | +1.7% |
| YTD | +111.1% | +52.0% | +59.1% | +101.9% |
| 1Y | +185.8% | +144.5% | +41.2% | +166.9% |
| 3Y | -6.6% | -25.1% | +18.5% | -15.7% |
| All | -6.6% | -24.7% | +18.1% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling