+125.7%
COIN vs BURL
+66.7%
+59.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -5.3% |
| 7D | +3.4% | -2.8% | +6.2% | +4.4% |
| 30D | +23.2% | -28.2% | +51.3% | +41.3% |
| 3M | +12.5% | -17.6% | +30.1% | +20.9% |
| 6M | -11.6% | -11.8% | +0.2% | -9.4% |
| YTD | -18.4% | -8.1% | -10.2% | -17.7% |
| 1Y | -39.8% | -12.0% | -27.9% | -38.9% |
| All | +125.7% | +66.7% | +59.1% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling