-39.8%
COIN vs FTV
+21.5%
-61.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | +3.4% | -4.6% | +8.0% | +4.4% |
| 30D | +23.2% | -7.2% | +30.4% | +25.0% |
| 3M | +12.5% | -7.3% | +19.8% | +14.5% |
| 6M | -11.6% | -1.6% | -10.0% | -12.5% |
| YTD | -18.4% | +3.3% | -21.7% | -18.0% |
| 1Y | -39.8% | +20.2% | -60.0% | -45.1% |
| All | -39.8% | +21.5% | -61.3% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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