-31.9%
COIN vs FN
+296.8%
-328.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.5% |
| 7D | -0.1% | +5.8% | -5.9% | -2.5% |
| 30D | +17.5% | -20.6% | +38.2% | +26.6% |
| 3M | +12.4% | -28.6% | +41.0% | +23.8% |
| 6M | -12.5% | -20.7% | +8.2% | -12.2% |
| YTD | -22.7% | -8.1% | -14.6% | -28.7% |
| 1Y | -45.2% | +13.3% | -58.5% | -54.8% |
| 3Y | +112.8% | +175.7% | -62.8% | +3.6% |
| 5Y | -31.9% | +297.4% | -329.3% | -77.1% |
| All | -31.9% | +296.8% | -328.7% | -77.1% |
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