-43.8%
COIN vs FN
+360.5%
-404.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.1% | -7.3% | -5.4% |
| 7D | +3.4% | -1.7% | +5.0% | +4.0% |
| 30D | +23.2% | -22.0% | +45.2% | +33.4% |
| 3M | +12.5% | -43.0% | +55.5% | +35.7% |
| 6M | -11.6% | -27.7% | +16.1% | -7.8% |
| YTD | -18.4% | -10.5% | -7.8% | -23.6% |
| 1Y | -39.8% | +12.5% | -52.3% | -49.9% |
| 3Y | +136.7% | +153.8% | -17.1% | +23.7% |
| 5Y | -33.7% | +288.0% | -321.7% | -75.5% |
| All | -43.8% | +360.5% | -404.3% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling