-46.6%
COIN vs FDS
-11.6%
-35.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.5% |
| 7D | -5.1% | -14.0% | +8.9% | +4.8% |
| 30D | +17.6% | -6.2% | +23.8% | +22.7% |
| 3M | +9.2% | +10.2% | -0.9% | 0.0% |
| 6M | -11.8% | +27.4% | -39.2% | -31.0% |
| YTD | -22.5% | -9.3% | -13.2% | -19.8% |
| 1Y | -45.9% | -28.6% | -17.3% | -31.3% |
| 3Y | +117.4% | -36.8% | +154.2% | +193.7% |
| 5Y | -29.4% | -28.6% | -0.8% | -6.2% |
| All | -46.6% | -11.6% | -35.0% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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