-46.6%
COIN vs VCLT
-11.2%
-35.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -1.4% | -3.7% | -3.5% |
| 30D | +17.6% | -1.2% | +18.8% | +19.5% |
| 3M | +9.2% | -4.8% | +14.0% | +16.2% |
| 6M | -11.8% | -2.6% | -9.2% | -8.2% |
| YTD | -22.5% | -3.3% | -19.2% | -18.7% |
| 1Y | -45.9% | -4.8% | -41.1% | -42.3% |
| 3Y | +117.4% | +11.5% | +105.9% | +88.5% |
| 5Y | -29.4% | -17.0% | -12.5% | -32.6% |
| All | -46.6% | -11.2% | -35.5% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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