+117.4%
COIN vs EFV
+90.2%
+27.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | -0.1% |
| 7D | -5.1% | -0.8% | -4.3% | -3.7% |
| 30D | +17.6% | +0.6% | +17.0% | +16.8% |
| 3M | +9.2% | +7.5% | +1.7% | -2.4% |
| 6M | -11.8% | +13.0% | -24.8% | -27.2% |
| YTD | -22.5% | +18.3% | -40.8% | -40.8% |
| 1Y | -45.9% | +26.7% | -72.6% | -63.2% |
| 3Y | +117.4% | +89.6% | +27.8% | -28.8% |
| All | +117.4% | +90.2% | +27.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling