-59.8%
COIN vs VST
+718.8%
-778.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.0% |
| 7D | -9.2% | -6.0% | -3.1% | -7.8% |
| 30D | -26.3% | -18.8% | -7.6% | -20.2% |
| 3M | -11.1% | -8.0% | -3.1% | -10.0% |
| 6M | -34.3% | -10.9% | -23.4% | -33.6% |
| YTD | -41.6% | -18.3% | -23.2% | -39.8% |
| 1Y | -58.4% | -29.9% | -28.5% | -54.0% |
| 3Y | +42.2% | +290.3% | -248.1% | -48.7% |
| 5Y | -59.8% | +635.3% | -695.1% | -88.9% |
| All | -59.8% | +718.8% | -778.5% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling