-50.7%
COIN vs FTV
+37.8%
-88.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.7% |
| 7D | -6.7% | +6.6% | -13.3% | -7.8% |
| 30D | -19.5% | +19.1% | -38.6% | -22.2% |
| 3M | +0.5% | +13.1% | -12.6% | -2.1% |
| 6M | -25.4% | +14.0% | -39.4% | -27.1% |
| YTD | -33.0% | +24.2% | -57.2% | -34.4% |
| 1Y | -50.7% | +36.4% | -87.1% | -52.4% |
| All | -50.7% | +37.8% | -88.5% | -52.4% |
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