-61.1%
COIN vs VST
+730.2%
-791.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | -5.3% | +6.6% | -11.9% | -8.0% |
| 30D | -26.2% | -12.4% | -13.8% | -22.6% |
| 3M | -17.1% | -9.0% | -8.1% | -15.5% |
| 6M | -36.7% | -6.4% | -30.3% | -37.6% |
| YTD | -43.6% | -17.2% | -26.4% | -42.2% |
| 1Y | -54.9% | -22.0% | -32.9% | -52.7% |
| 3Y | +37.8% | +296.7% | -258.9% | -50.6% |
| 5Y | -62.8% | +637.6% | -700.4% | -89.8% |
| All | -61.1% | +730.2% | -791.3% | -88.4% |
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