-60.2%
COIN vs BURL
-22.6%
-37.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.1% |
| 7D | -4.5% | +0.4% | -4.9% | -4.7% |
| 30D | -28.1% | -4.3% | -23.8% | -26.4% |
| 3M | -12.3% | -28.8% | +16.5% | +4.5% |
| 6M | -37.1% | -12.8% | -24.3% | -34.7% |
| YTD | -42.2% | -12.8% | -29.4% | -40.3% |
| 1Y | -57.0% | -12.3% | -44.8% | -56.4% |
| 3Y | +40.6% | +92.7% | -52.1% | -18.6% |
| 5Y | -61.9% | -6.5% | -55.4% | -70.6% |
| All | -60.2% | -22.6% | -37.6% | -68.8% |
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