-31.9%
COIN vs QLD
+120.6%
-152.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.7% |
| 7D | -0.1% | +1.9% | -2.0% | -1.9% |
| 30D | +17.5% | -1.8% | +19.3% | +20.2% |
| 3M | +12.4% | -0.1% | +12.4% | +9.0% |
| 6M | -12.5% | +32.6% | -45.1% | -38.6% |
| YTD | -22.7% | +27.9% | -50.6% | -42.9% |
| 1Y | -45.2% | +40.3% | -85.5% | -63.2% |
| 3Y | +112.8% | +182.5% | -69.6% | -36.4% |
| 5Y | -31.9% | +122.5% | -154.4% | -74.5% |
| All | -31.9% | +120.6% | -152.5% | -74.5% |
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