-45.2%
COIN vs QLD
+40.7%
-85.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.8% |
| 7D | -0.1% | +1.9% | -2.0% | -1.7% |
| 30D | +17.5% | -1.8% | +19.3% | +19.8% |
| 3M | +12.4% | -0.1% | +12.4% | +9.0% |
| 6M | -12.5% | +32.6% | -45.1% | -41.1% |
| YTD | -22.7% | +27.9% | -50.6% | -45.5% |
| 1Y | -45.2% | +40.3% | -85.5% | -66.8% |
| All | -45.2% | +40.7% | -85.9% | -66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling