-46.8%
COIN vs FLUT
-53.8%
+7.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.8% |
| 7D | -0.1% | -2.6% | +2.5% | +1.1% |
| 30D | +17.5% | +5.4% | +12.1% | +14.1% |
| 3M | +12.4% | -10.8% | +23.1% | +16.1% |
| 6M | -12.5% | -9.2% | -3.3% | -11.4% |
| YTD | -22.7% | -53.8% | +31.1% | +7.4% |
| 1Y | -45.2% | -66.0% | +20.8% | -12.1% |
| 3Y | +112.8% | -44.7% | +157.5% | +162.4% |
| 5Y | -31.9% | -50.6% | +18.7% | -31.1% |
| All | -46.8% | -53.8% | +7.0% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling