-47.5%
COIN vs ED
+71.2%
-118.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.6% |
| 7D | -10.6% | -1.9% | -8.7% | -11.0% |
| 30D | +16.0% | +0.1% | +15.9% | +16.0% |
| 3M | +11.9% | 0.0% | +11.9% | +12.1% |
| 6M | -12.3% | -2.5% | -9.8% | -12.5% |
| YTD | -23.8% | +10.1% | -33.9% | -22.4% |
| 1Y | -45.4% | +13.6% | -59.0% | -44.1% |
| 3Y | +109.9% | +32.4% | +77.4% | +104.5% |
| 5Y | -30.6% | +69.9% | -100.5% | -27.7% |
| All | -47.5% | +71.2% | -118.8% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling