-47.5%
COIN vs VSH
+39.3%
-86.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -0.9% |
| 7D | -10.6% | +3.1% | -13.7% | -12.2% |
| 30D | +16.0% | -5.7% | +21.7% | +18.8% |
| 3M | +11.9% | -42.5% | +54.4% | +42.0% |
| 6M | -12.3% | +82.7% | -95.0% | -52.5% |
| YTD | -23.8% | +118.2% | -142.0% | -64.7% |
| 1Y | -45.4% | +109.7% | -155.0% | -74.1% |
| 3Y | +109.9% | +35.3% | +74.6% | +36.6% |
| 5Y | -30.6% | +65.6% | -96.2% | -64.2% |
| All | -47.5% | +39.3% | -86.8% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling