+117.4%
COIN vs VFC
-25.2%
+142.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.6% | +0.5% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | +17.6% | -9.0% | +26.6% | +20.5% |
| 3M | +9.2% | -24.2% | +33.4% | +17.2% |
| 6M | -11.8% | -18.5% | +6.7% | -7.5% |
| YTD | -22.5% | -25.9% | +3.4% | -16.7% |
| 1Y | -45.9% | -13.0% | -32.9% | -44.7% |
| 3Y | +117.4% | -20.3% | +137.7% | +105.7% |
| All | +117.4% | -25.2% | +142.6% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling