-46.6%
COIN vs FE
+64.6%
-111.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -5.1% | -1.4% | -3.7% | -4.6% |
| 30D | +17.6% | -1.9% | +19.5% | +18.2% |
| 3M | +9.2% | -0.2% | +9.4% | +9.0% |
| 6M | -11.8% | -7.1% | -4.7% | -9.9% |
| YTD | -22.5% | +6.1% | -28.6% | -24.7% |
| 1Y | -45.9% | +10.1% | -56.0% | -48.3% |
| 3Y | +117.4% | +46.9% | +70.5% | +70.2% |
| 5Y | -29.4% | +50.0% | -79.4% | -42.1% |
| All | -46.6% | +64.6% | -111.2% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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