-61.1%
COIN vs VT
+72.0%
-133.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.5% |
| 7D | -5.3% | +2.4% | -7.6% | -11.4% |
| 30D | -26.2% | -1.5% | -24.7% | -22.4% |
| 3M | -17.1% | -4.1% | -12.9% | -5.3% |
| 6M | -36.7% | +0.6% | -37.3% | -36.8% |
| YTD | -43.6% | +11.0% | -54.6% | -56.7% |
| 1Y | -54.9% | +13.3% | -68.3% | -67.3% |
| 3Y | +37.8% | +73.4% | -35.6% | -67.1% |
| 5Y | -62.8% | +57.4% | -120.2% | -87.4% |
| All | -61.1% | +72.0% | -133.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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