-50.7%
COIN vs FTI
+57.1%
-107.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.5% | +4.4% |
| 7D | -6.7% | -9.7% | +3.0% | -5.9% |
| 30D | -19.5% | -8.2% | -11.3% | -18.9% |
| 3M | +0.5% | -7.8% | +8.3% | +0.7% |
| 6M | -25.4% | -13.4% | -11.9% | -23.9% |
| YTD | -33.0% | +45.1% | -78.1% | -56.9% |
| 1Y | -50.7% | +54.6% | -105.3% | -72.9% |
| All | -50.7% | +57.1% | -107.8% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling