+117.4%
COIN vs VICR
+209.3%
-91.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | -1.4% |
| 7D | -5.1% | +5.0% | -10.0% | -6.5% |
| 30D | +17.6% | -12.5% | +30.1% | +20.7% |
| 3M | +9.2% | -33.6% | +42.8% | +17.3% |
| 6M | -11.8% | +10.7% | -22.4% | -25.2% |
| YTD | -22.5% | +80.6% | -103.1% | -46.6% |
| 1Y | -45.9% | +288.4% | -334.3% | -74.0% |
| 3Y | +117.4% | +213.8% | -96.4% | +1.2% |
| All | +117.4% | +209.3% | -91.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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