+117.4%
COIN vs FE
+46.6%
+70.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -5.1% | -1.4% | -3.7% | -5.2% |
| 30D | +17.6% | -1.9% | +19.5% | +17.4% |
| 3M | +9.2% | -0.2% | +9.4% | +9.2% |
| 6M | -11.8% | -7.1% | -4.7% | -12.2% |
| YTD | -22.5% | +6.1% | -28.6% | -21.9% |
| 1Y | -45.9% | +10.1% | -56.0% | -45.2% |
| 3Y | +117.4% | +46.9% | +70.5% | +108.3% |
| All | +117.4% | +46.6% | +70.8% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling