-59.8%
COIN vs BURL
-22.0%
-37.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.2% |
| 7D | -9.2% | +5.9% | -15.0% | -12.0% |
| 30D | -26.3% | -8.3% | -18.0% | -22.8% |
| 3M | -11.1% | -31.6% | +20.5% | +8.3% |
| 6M | -34.3% | -16.6% | -17.7% | -30.1% |
| YTD | -41.6% | -12.1% | -29.5% | -39.9% |
| 1Y | -58.4% | -10.0% | -48.5% | -58.6% |
| 3Y | +42.2% | +94.3% | -52.1% | -18.1% |
| 5Y | -59.8% | -13.2% | -46.6% | -69.2% |
| All | -59.8% | -22.0% | -37.8% | -68.7% |
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