-47.5%
COIN vs VMC
+52.1%
-99.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -10.6% | -3.7% | -6.9% | -7.2% |
| 30D | +16.0% | -12.8% | +28.7% | +32.6% |
| 3M | +11.9% | -7.9% | +19.8% | +18.9% |
| 6M | -12.3% | -7.5% | -4.8% | -9.7% |
| YTD | -23.8% | -11.6% | -12.2% | -19.9% |
| 1Y | -45.4% | -14.3% | -31.1% | -40.8% |
| 3Y | +109.9% | +18.5% | +91.4% | +50.5% |
| 5Y | -30.6% | +46.8% | -77.4% | -59.4% |
| All | -47.5% | +52.1% | -99.6% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling