-27.8%
COIN vs VFC
-78.2%
+50.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.6% | -0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -4.5% |
| 30D | +17.6% | -9.0% | +26.6% | +22.2% |
| 3M | +9.2% | -24.2% | +33.4% | +21.7% |
| 6M | -11.8% | -18.5% | +6.7% | -5.5% |
| YTD | -22.5% | -25.9% | +3.4% | -13.8% |
| 1Y | -45.9% | -13.0% | -32.9% | -45.0% |
| 3Y | +117.4% | -20.3% | +137.7% | +82.8% |
| All | -27.8% | -78.2% | +50.4% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling