-30.6%
COIN vs FE
+47.9%
-78.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -10.6% | -1.7% | -8.9% | -10.1% |
| 30D | +16.0% | -1.3% | +17.2% | +16.3% |
| 3M | +11.9% | +0.6% | +11.3% | +11.4% |
| 6M | -12.3% | -6.8% | -5.5% | -10.5% |
| YTD | -23.8% | +6.4% | -30.2% | -26.1% |
| 1Y | -45.4% | +11.3% | -56.6% | -48.1% |
| 3Y | +109.9% | +47.1% | +62.8% | +61.4% |
| 5Y | -30.6% | +50.4% | -81.0% | -44.1% |
| All | -30.6% | +47.9% | -78.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling