+117.4%
COIN vs NVTS
+38.1%
+79.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.2% |
| 7D | -5.1% | -1.4% | -3.6% | -4.9% |
| 30D | +17.6% | -16.5% | +34.1% | +20.1% |
| 3M | +9.2% | -47.6% | +56.9% | +17.2% |
| 6M | -11.8% | +7.3% | -19.1% | -16.4% |
| YTD | -22.5% | +62.9% | -85.4% | -30.8% |
| 1Y | -45.9% | +91.3% | -137.2% | -53.2% |
| 3Y | +117.4% | +43.4% | +74.0% | +132.0% |
| All | +117.4% | +38.1% | +79.3% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling