-46.6%
COIN vs FLEX
+747.0%
-793.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.2% | -5.5% | -2.4% |
| 7D | -5.1% | +5.7% | -10.8% | -8.4% |
| 30D | +17.6% | -7.0% | +24.6% | +21.5% |
| 3M | +9.2% | -23.8% | +33.1% | +21.7% |
| 6M | -11.8% | +82.6% | -94.4% | -53.9% |
| YTD | -22.5% | +91.6% | -114.1% | -61.6% |
| 1Y | -45.9% | +100.6% | -146.5% | -74.6% |
| 3Y | +117.4% | +479.8% | -362.4% | -61.9% |
| 5Y | -29.4% | +746.5% | -775.9% | -91.7% |
| All | -46.6% | +747.0% | -793.6% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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