-47.5%
COIN vs QLD
+166.8%
-214.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.9% |
| 7D | -10.6% | -2.6% | -8.0% | -8.1% |
| 30D | +16.0% | -3.3% | +19.2% | +20.4% |
| 3M | +11.9% | +1.8% | +10.1% | +6.5% |
| 6M | -12.3% | +29.7% | -42.1% | -36.6% |
| YTD | -23.8% | +25.1% | -48.9% | -42.0% |
| 1Y | -45.4% | +37.1% | -82.5% | -62.1% |
| 3Y | +109.9% | +176.3% | -66.5% | -33.7% |
| 5Y | -30.6% | +121.0% | -151.6% | -73.4% |
| All | -47.5% | +166.8% | -214.3% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling