-27.8%
COIN vs FTV
-2.3%
-25.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.3% |
| 7D | -5.1% | -4.0% | -1.1% | -0.5% |
| 30D | +17.6% | -11.0% | +28.6% | +34.6% |
| 3M | +9.2% | -8.4% | +17.6% | +19.2% |
| 6M | -11.8% | -2.6% | -9.2% | -12.6% |
| YTD | -22.5% | -0.6% | -21.9% | -27.8% |
| 1Y | -45.9% | +11.0% | -56.9% | -57.3% |
| 3Y | +117.4% | -6.3% | +123.7% | +118.2% |
| All | -27.8% | -2.3% | -25.6% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling