-27.8%
COIN vs BTI
+118.0%
-145.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | +17.6% | -1.1% | +18.7% | +17.8% |
| 3M | +9.2% | -8.8% | +18.0% | +11.4% |
| 6M | -11.8% | -4.0% | -7.8% | -11.5% |
| YTD | -22.5% | +0.4% | -22.9% | -23.4% |
| 1Y | -45.9% | +1.9% | -47.8% | -46.8% |
| 3Y | +117.4% | +108.5% | +8.9% | +58.1% |
| All | -27.8% | +118.0% | -145.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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