+118.0%
COIN vs QLD
+185.1%
-67.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | +1.2% | +3.0% | -1.8% | -1.4% |
| 30D | +16.5% | -1.8% | +18.3% | +18.9% |
| 3M | +10.4% | -1.8% | +12.2% | +9.6% |
| 6M | -9.3% | +36.9% | -46.2% | -36.1% |
| YTD | -20.9% | +28.7% | -49.6% | -40.0% |
| 1Y | -40.8% | +41.9% | -82.7% | -58.8% |
| 3Y | +118.0% | +184.2% | -66.2% | -12.9% |
| All | +118.0% | +185.1% | -67.1% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling