-14.2%
FSLY vs REPL
+0.4%
-14.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | -10.6% | -3.0% | -7.7% | -10.5% |
| 30D | -20.9% | +27.1% | -48.0% | -22.3% |
| 3M | +3.4% | +52.4% | -49.0% | -2.9% |
| 6M | +2.7% | +107.4% | -104.7% | -11.9% |
| YTD | +102.3% | +54.7% | +47.5% | +77.9% |
| 1Y | +182.1% | +158.9% | +23.2% | +127.0% |
| 3Y | -14.6% | -23.7% | +9.2% | -35.1% |
| 5Y | -55.9% | -54.3% | -1.6% | -65.7% |
| All | -14.2% | +0.4% | -14.6% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling