-46.6%
COIN vs ESI
+93.0%
-139.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | -5.1% | -4.6% | -0.4% | -1.4% |
| 30D | +17.6% | -10.5% | +28.1% | +28.4% |
| 3M | +9.2% | -19.8% | +29.1% | +26.0% |
| 6M | -11.8% | +5.8% | -17.6% | -24.9% |
| YTD | -22.5% | +38.3% | -60.8% | -50.6% |
| 1Y | -45.9% | +31.5% | -77.4% | -63.7% |
| 3Y | +117.4% | +80.7% | +36.7% | +0.7% |
| 5Y | -29.4% | +69.4% | -98.8% | -63.6% |
| All | -46.6% | +93.0% | -139.6% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling