-46.6%
COIN vs ESTC
-37.0%
-9.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -9.2% | +4.1% | +0.5% |
| 30D | +17.6% | +8.1% | +9.5% | +8.8% |
| 3M | +9.2% | +38.5% | -29.2% | -14.2% |
| 6M | -11.8% | +57.8% | -69.6% | -37.1% |
| YTD | -22.5% | +10.5% | -33.0% | -32.2% |
| 1Y | -45.9% | -6.4% | -39.5% | -48.4% |
| 3Y | +117.4% | +4.7% | +112.7% | +56.7% |
| 5Y | -29.4% | -47.8% | +18.3% | -33.7% |
| All | -46.6% | -37.0% | -9.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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