+118.0%
COIN vs VST
+369.1%
-251.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.7% |
| 7D | +1.2% | +9.9% | -8.7% | -2.7% |
| 30D | +16.5% | +7.9% | +8.6% | +12.6% |
| 3M | +10.4% | +3.4% | +7.0% | +7.3% |
| 6M | -9.3% | -4.1% | -5.2% | -9.8% |
| YTD | -20.9% | -5.7% | -15.2% | -21.7% |
| 1Y | -40.8% | -18.9% | -21.9% | -38.0% |
| 3Y | +118.0% | +359.1% | -241.1% | -6.0% |
| All | +118.0% | +369.1% | -251.1% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling