-46.6%
COIN vs VICR
+129.5%
-176.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | -2.3% |
| 7D | -5.1% | +5.0% | -10.0% | -7.0% |
| 30D | +17.6% | -12.5% | +30.1% | +21.5% |
| 3M | +9.2% | -33.6% | +42.8% | +19.4% |
| 6M | -11.8% | +10.7% | -22.4% | -27.0% |
| YTD | -22.5% | +80.6% | -103.1% | -49.3% |
| 1Y | -45.9% | +288.4% | -334.3% | -76.1% |
| 3Y | +117.4% | +213.8% | -96.4% | -5.9% |
| 5Y | -29.4% | +58.8% | -88.3% | -63.7% |
| All | -46.6% | +129.5% | -176.2% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling