-39.8%
COIN vs ED
+12.4%
-52.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.8% | -5.5% |
| 7D | +3.4% | -0.2% | +3.5% | +3.1% |
| 30D | +23.2% | -0.1% | +23.3% | +23.3% |
| 3M | +12.5% | +3.9% | +8.6% | +18.2% |
| 6M | -11.6% | -3.0% | -8.6% | -13.5% |
| YTD | -18.4% | +10.7% | -29.0% | -5.6% |
| 1Y | -39.8% | +13.3% | -53.2% | -27.2% |
| All | -39.8% | +12.4% | -52.2% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling