-46.6%
COIN vs VIVK
-100.0%
+53.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.1% | +1.9% |
| 7D | -5.1% | -4.4% | -0.7% | -5.0% |
| 30D | +17.6% | -40.8% | +58.4% | +18.8% |
| 3M | +9.2% | -94.1% | +103.4% | +14.0% |
| 6M | -11.8% | -98.2% | +86.4% | -6.6% |
| YTD | -22.5% | -98.0% | +75.5% | -19.3% |
| 1Y | -45.9% | -100.0% | +54.1% | -40.2% |
| 3Y | +117.4% | -100.0% | +217.4% | +135.8% |
| 5Y | -29.4% | -100.0% | +70.6% | -21.8% |
| All | -46.6% | -100.0% | +53.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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