-27.8%
COIN vs ET
+241.8%
-269.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.5% |
| 7D | -5.1% | +0.2% | -5.3% | -5.3% |
| 30D | +17.6% | +2.9% | +14.7% | +14.1% |
| 3M | +9.2% | +16.8% | -7.5% | -7.1% |
| 6M | -11.8% | +18.9% | -30.6% | -27.0% |
| YTD | -22.5% | +37.7% | -60.2% | -44.9% |
| 1Y | -45.9% | +32.4% | -78.3% | -60.0% |
| 3Y | +117.4% | +99.5% | +17.9% | +7.7% |
| All | -27.8% | +241.8% | -269.6% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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