-61.1%
COIN vs EXPD
+90.4%
-151.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -5.3% | +5.5% | -10.8% | -8.7% |
| 30D | -26.2% | -0.8% | -25.4% | -25.7% |
| 3M | -17.1% | +4.1% | -21.2% | -19.3% |
| 6M | -36.7% | +25.7% | -62.4% | -46.4% |
| YTD | -43.6% | +31.4% | -75.0% | -54.6% |
| 1Y | -54.9% | +42.2% | -97.1% | -66.0% |
| 3Y | +37.8% | +77.2% | -39.4% | -19.0% |
| 5Y | -62.8% | +61.0% | -123.8% | -78.4% |
| All | -61.1% | +90.4% | -151.6% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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