-27.8%
COIN vs ED
+67.9%
-95.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -5.1% | -0.8% | -4.3% | -5.3% |
| 30D | +17.6% | -0.4% | +18.0% | +17.6% |
| 3M | +9.2% | +0.5% | +8.8% | +9.5% |
| 6M | -11.8% | -3.1% | -8.6% | -12.0% |
| YTD | -22.5% | +9.8% | -32.3% | -21.0% |
| 1Y | -45.9% | +12.6% | -58.5% | -44.6% |
| 3Y | +117.4% | +31.4% | +86.0% | +112.0% |
| All | -27.8% | +67.9% | -95.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling