-58.5%
COIN vs VST
+732.9%
-791.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.4% |
| 7D | -10.1% | +10.9% | -21.0% | -14.3% |
| 30D | -24.5% | -15.6% | -8.9% | -19.5% |
| 3M | -8.3% | -7.8% | -0.5% | -7.2% |
| 6M | -37.1% | -12.0% | -25.1% | -36.1% |
| YTD | -39.7% | -16.9% | -22.8% | -38.4% |
| 1Y | -55.2% | -25.1% | -30.1% | -52.0% |
| 3Y | +46.7% | +297.1% | -250.4% | -47.5% |
| 5Y | -59.5% | +641.9% | -701.4% | -88.9% |
| All | -58.5% | +732.9% | -791.4% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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