-61.1%
COIN vs VCIT
+4.9%
-66.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -1.9% |
| 7D | -5.3% | -1.4% | -3.8% | -1.7% |
| 30D | -26.2% | +0.6% | -26.7% | -27.2% |
| 3M | -17.1% | -2.2% | -14.8% | -12.1% |
| 6M | -36.7% | -2.3% | -34.4% | -32.6% |
| YTD | -43.6% | -2.2% | -41.4% | -39.8% |
| 1Y | -54.9% | -1.4% | -53.6% | -52.9% |
| 3Y | +37.8% | +18.7% | +19.0% | -12.1% |
| 5Y | -62.8% | +3.6% | -66.4% | -73.3% |
| All | -61.1% | +4.9% | -66.0% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling