-43.8%
COIN vs BURL
-18.5%
-25.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -5.7% |
| 7D | +3.4% | -2.8% | +6.2% | +4.7% |
| 30D | +23.2% | -28.2% | +51.3% | +46.9% |
| 3M | +12.5% | -17.6% | +30.1% | +23.4% |
| 6M | -11.6% | -11.8% | +0.2% | -8.7% |
| YTD | -18.4% | -8.1% | -10.2% | -17.5% |
| 1Y | -39.8% | -12.0% | -27.9% | -38.9% |
| 3Y | +136.7% | +63.3% | +73.4% | +54.6% |
| 5Y | -33.7% | -10.8% | -22.9% | -50.3% |
| All | -43.8% | -18.5% | -25.3% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling