-63.0%
COIN vs QLD
+80.9%
-144.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | +0.3% |
| 7D | -5.3% | +7.0% | -12.3% | -12.2% |
| 30D | -26.2% | -14.3% | -11.9% | -13.9% |
| 3M | -17.1% | -16.0% | -1.1% | -1.0% |
| 6M | -36.7% | -14.2% | -22.5% | -29.0% |
| YTD | -43.6% | +12.8% | -56.3% | -52.9% |
| 1Y | -54.9% | +14.1% | -69.0% | -62.9% |
| 3Y | +37.8% | +146.0% | -108.2% | -52.9% |
| All | -63.0% | +80.9% | -144.0% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling