-46.6%
COIN vs VMC
+53.4%
-100.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.9% |
| 7D | -5.1% | -3.8% | -1.3% | -1.3% |
| 30D | +17.6% | -9.7% | +27.3% | +29.9% |
| 3M | +9.2% | -9.6% | +18.9% | +18.5% |
| 6M | -11.8% | -4.8% | -6.9% | -11.9% |
| YTD | -22.5% | -10.9% | -11.6% | -19.3% |
| 1Y | -45.9% | -15.6% | -30.3% | -40.1% |
| 3Y | +117.4% | +19.3% | +98.1% | +54.9% |
| 5Y | -29.4% | +48.0% | -77.4% | -59.0% |
| All | -46.6% | +53.4% | -100.0% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling