-30.7%
COIN vs BURL
-13.9%
-16.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -0.9% |
| 7D | +1.2% | -2.6% | +3.8% | +2.7% |
| 30D | +16.5% | -30.8% | +47.3% | +43.2% |
| 3M | +10.4% | -18.7% | +29.0% | +22.4% |
| 6M | -9.3% | -16.4% | +7.2% | -2.8% |
| YTD | -20.9% | -11.6% | -9.3% | -18.3% |
| 1Y | -40.8% | -12.0% | -28.8% | -40.1% |
| 3Y | +118.0% | +63.6% | +54.4% | +36.8% |
| 5Y | -30.7% | -12.6% | -18.1% | -44.6% |
| All | -30.7% | -13.9% | -16.8% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling