-40.0%
COIN vs VG
-38.0%
-1.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.4% |
| 7D | +1.2% | -2.5% | +3.7% | +1.5% |
| 30D | +16.5% | +11.1% | +5.4% | +14.4% |
| 3M | +10.4% | +14.9% | -4.5% | +6.3% |
| 6M | -9.3% | +18.4% | -27.6% | -16.7% |
| YTD | -20.9% | +116.6% | -137.4% | -39.8% |
| 1Y | -40.8% | +9.4% | -50.2% | -46.4% |
| All | -40.0% | -38.0% | -1.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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