-61.1%
COIN vs QLD
+140.4%
-201.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | +0.2% |
| 7D | -5.3% | +7.0% | -12.3% | -12.1% |
| 30D | -26.2% | -14.3% | -11.9% | -14.1% |
| 3M | -17.1% | -16.0% | -1.1% | -1.3% |
| 6M | -36.7% | -14.2% | -22.5% | -29.0% |
| YTD | -43.6% | +12.8% | -56.3% | -52.6% |
| 1Y | -54.9% | +14.1% | -69.0% | -62.7% |
| 3Y | +37.8% | +146.0% | -108.2% | -51.0% |
| 5Y | -62.8% | +82.0% | -144.8% | -83.4% |
| All | -61.1% | +140.4% | -201.5% | -84.5% |
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