-24.1%
COIN vs VSXY
+37.5%
-61.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.8% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +17.6% | -18.7% | +36.3% | +23.7% |
| 3M | +9.2% | -4.0% | +13.2% | +8.6% |
| 6M | -11.8% | +67.5% | -79.2% | -30.7% |
| YTD | -22.5% | +39.7% | -62.2% | -36.0% |
| 1Y | -45.9% | +180.0% | -225.9% | -65.9% |
| 3Y | +117.4% | +337.3% | -219.9% | -4.9% |
| 5Y | -29.4% | +22.7% | -52.1% | -48.5% |
| All | -24.1% | +37.5% | -61.6% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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