-58.5%
COIN vs FICO
+38.6%
-97.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.3% |
| 7D | -10.1% | +4.0% | -14.0% | -11.8% |
| 30D | -24.5% | -1.5% | -23.0% | -24.6% |
| 3M | -8.3% | -29.8% | +21.5% | +4.2% |
| 6M | -37.1% | -33.3% | -3.8% | -29.7% |
| YTD | -39.7% | -56.9% | +17.1% | -14.1% |
| 1Y | -55.2% | -59.5% | +4.3% | -33.8% |
| 3Y | +46.7% | -26.9% | +73.5% | +26.6% |
| 5Y | -59.5% | +92.9% | -152.4% | -83.3% |
| All | -58.5% | +38.6% | -97.1% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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