+117.4%
COIN vs FFIV
+155.7%
-38.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | -0.7% |
| 7D | -5.1% | +5.4% | -10.5% | -8.9% |
| 30D | +17.6% | -2.7% | +20.3% | +19.7% |
| 3M | +9.2% | +4.5% | +4.7% | +4.2% |
| 6M | -11.8% | +42.2% | -54.0% | -35.8% |
| YTD | -22.5% | +61.3% | -83.8% | -49.1% |
| 1Y | -45.9% | +23.0% | -68.9% | -55.9% |
| 3Y | +117.4% | +156.3% | -38.9% | +2.1% |
| All | +117.4% | +155.7% | -38.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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