-45.5%
COIN vs FE
+65.8%
-111.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | +16.5% | -2.1% | +18.6% | +17.2% |
| 3M | +10.4% | +2.6% | +7.8% | +9.1% |
| 6M | -9.3% | -6.8% | -2.5% | -7.4% |
| YTD | -20.9% | +6.9% | -27.7% | -23.3% |
| 1Y | -40.8% | +11.6% | -52.3% | -43.7% |
| 3Y | +118.0% | +47.7% | +70.3% | +70.4% |
| 5Y | -30.7% | +46.2% | -76.9% | -43.0% |
| All | -45.5% | +65.8% | -111.3% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling