-43.8%
COIN vs QLD
+174.8%
-218.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.0% |
| 30D | +23.2% | -0.1% | +23.3% | +23.9% |
| 3M | +12.5% | -8.4% | +20.9% | +19.7% |
| 6M | -11.6% | +32.2% | -43.8% | -37.3% |
| YTD | -18.4% | +28.9% | -47.3% | -39.8% |
| 1Y | -39.8% | +43.8% | -83.6% | -60.3% |
| 3Y | +136.7% | +176.6% | -39.8% | -25.3% |
| 5Y | -33.7% | +121.6% | -155.3% | -75.1% |
| All | -43.8% | +174.8% | -218.6% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling