-46.6%
COIN vs VSH
+47.9%
-94.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -1.5% |
| 7D | -5.1% | +4.8% | -9.8% | -7.4% |
| 30D | +17.6% | -0.7% | +18.3% | +17.2% |
| 3M | +9.2% | -43.1% | +52.3% | +40.1% |
| 6M | -11.8% | +91.8% | -103.5% | -53.3% |
| YTD | -22.5% | +131.6% | -154.1% | -65.2% |
| 1Y | -45.9% | +118.1% | -164.0% | -74.8% |
| 3Y | +117.4% | +40.9% | +76.5% | +39.8% |
| 5Y | -29.4% | +75.8% | -105.2% | -64.7% |
| All | -46.6% | +47.9% | -94.5% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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