-47.5%
COIN vs VST
+816.3%
-863.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.2% |
| 7D | -10.6% | +2.0% | -12.6% | -11.5% |
| 30D | +16.0% | +1.5% | +14.5% | +14.8% |
| 3M | +11.9% | +6.3% | +5.6% | +7.0% |
| 6M | -12.3% | -10.3% | -2.0% | -10.3% |
| YTD | -23.8% | -8.6% | -15.2% | -23.8% |
| 1Y | -45.4% | -29.3% | -16.0% | -38.6% |
| 3Y | +109.9% | +344.9% | -235.1% | -27.3% |
| 5Y | -30.6% | +774.8% | -805.4% | -81.7% |
| All | -47.5% | +816.3% | -863.8% | -84.7% |
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