-47.5%
COIN vs FTV
+1.6%
-49.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | +1.2% |
| 7D | -10.6% | -5.2% | -5.4% | -5.1% |
| 30D | +16.0% | -11.5% | +27.5% | +32.6% |
| 3M | +11.9% | -9.0% | +20.9% | +22.5% |
| 6M | -12.3% | -2.0% | -10.3% | -13.6% |
| YTD | -23.8% | -0.9% | -22.9% | -28.3% |
| 1Y | -45.4% | +14.8% | -60.2% | -58.1% |
| 3Y | +109.9% | -5.5% | +115.4% | +109.1% |
| 5Y | -30.6% | -1.9% | -28.8% | -45.1% |
| All | -47.5% | +1.6% | -49.1% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling