-59.5%
COIN vs FN
+212.0%
-271.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.7% | +0.9% |
| 7D | -10.1% | +8.0% | -18.1% | -13.3% |
| 30D | -24.5% | -19.1% | -5.3% | -19.2% |
| 3M | -8.3% | -29.8% | +21.5% | +0.9% |
| 6M | -37.1% | -43.2% | +6.1% | -27.0% |
| YTD | -39.7% | -18.9% | -20.8% | -43.3% |
| 1Y | -55.2% | -17.9% | -37.3% | -58.6% |
| 3Y | +46.7% | +120.1% | -73.5% | -24.9% |
| 5Y | -59.5% | +206.7% | -266.2% | -86.6% |
| All | -59.5% | +212.0% | -271.5% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling