-61.1%
COIN vs FN
+270.7%
-331.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | +0.4% |
| 7D | -5.3% | +0.3% | -5.5% | -5.7% |
| 30D | -26.2% | -16.5% | -9.6% | -22.1% |
| 3M | -17.1% | -42.1% | +25.0% | -1.8% |
| 6M | -36.7% | -52.9% | +16.1% | -21.1% |
| YTD | -43.6% | -28.0% | -15.6% | -44.2% |
| 1Y | -54.9% | -18.5% | -36.4% | -58.3% |
| 3Y | +37.8% | +93.9% | -56.1% | -22.0% |
| 5Y | -62.8% | +170.5% | -233.3% | -85.2% |
| All | -61.1% | +270.7% | -331.8% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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