-46.6%
COIN vs FTI
+960.4%
-1,007.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -5.1% | -4.4% | -0.7% | -3.7% |
| 30D | +17.6% | +1.5% | +16.1% | +17.0% |
| 3M | +9.2% | +8.2% | +1.0% | +5.5% |
| 6M | -11.8% | +18.8% | -30.6% | -18.1% |
| YTD | -22.5% | +71.7% | -94.2% | -36.8% |
| 1Y | -45.9% | +90.0% | -135.9% | -57.7% |
| 3Y | +117.4% | +270.5% | -153.1% | +34.2% |
| 5Y | -29.4% | +1,084.5% | -1,114.0% | -68.2% |
| All | -46.6% | +960.4% | -1,007.1% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling