+117.4%
COIN vs FLUT
-42.2%
+159.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | +17.6% | +2.5% | +15.1% | +16.1% |
| 3M | +9.2% | -9.2% | +18.5% | +11.7% |
| 6M | -11.8% | -8.2% | -3.5% | -10.9% |
| YTD | -22.5% | -53.2% | +30.7% | +5.0% |
| 1Y | -45.9% | -65.6% | +19.7% | -16.4% |
| 3Y | +117.4% | -43.6% | +161.0% | +192.6% |
| All | +117.4% | -42.2% | +159.6% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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