-27.8%
COIN vs FCUV
-99.8%
+72.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +1.7% |
| 7D | -5.1% | -66.5% | +61.4% | -4.9% |
| 30D | +17.6% | +5.0% | +12.6% | +17.6% |
| 3M | +9.2% | +63.8% | -54.5% | +9.1% |
| 6M | -11.8% | -67.8% | +56.1% | -5.2% |
| YTD | -22.5% | -82.4% | +59.9% | -13.7% |
| 1Y | -45.9% | -94.7% | +48.8% | -35.5% |
| 3Y | +117.4% | -99.3% | +216.6% | +187.6% |
| All | -27.8% | -99.8% | +72.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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