+73.1%
BAC vs COIN
-28.9%
+102.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | 0.0% | -5.1% | +5.1% | +0.6% |
| 30D | -2.8% | +17.6% | -20.4% | -4.9% |
| 3M | +14.2% | +9.2% | +5.0% | +12.3% |
| 6M | +30.5% | -11.8% | +42.3% | +30.5% |
| YTD | +15.8% | -22.5% | +38.3% | +16.6% |
| 1Y | +26.2% | -45.9% | +72.1% | +31.6% |
| 3Y | +136.5% | +117.4% | +19.1% | +100.2% |
| All | +73.1% | -28.9% | +102.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 5y: compounded portfolio wealth divided by compounded COIN 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…
5y analysis · Full analysis span regression · 6 months rolling