-44.3%
COIN vs NVTS
-16.8%
-27.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.8% |
| 7D | -5.1% | -1.4% | -3.6% | -4.8% |
| 30D | +17.6% | -16.5% | +34.1% | +21.7% |
| 3M | +9.2% | -47.6% | +56.9% | +22.4% |
| 6M | -11.8% | +7.3% | -19.1% | -20.0% |
| YTD | -22.5% | +62.9% | -85.4% | -36.9% |
| 1Y | -45.9% | +91.3% | -137.2% | -59.0% |
| 3Y | +117.4% | +43.4% | +74.0% | +53.1% |
| All | -44.3% | -16.8% | -27.5% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling