-46.8%
COIN vs BURL
-26.5%
-20.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | +1.2% |
| 7D | -0.1% | -7.0% | +6.8% | +3.8% |
| 30D | +17.5% | -35.6% | +53.1% | +49.0% |
| 3M | +12.4% | -26.3% | +38.6% | +31.3% |
| 6M | -12.5% | -20.7% | +8.1% | -3.9% |
| YTD | -22.7% | -17.2% | -5.5% | -17.3% |
| 1Y | -45.2% | -15.0% | -30.1% | -43.4% |
| 3Y | +112.8% | +53.2% | +59.6% | +43.4% |
| 5Y | -31.9% | -18.7% | -13.2% | -45.9% |
| All | -46.8% | -26.5% | -20.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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