-46.6%
COIN vs VTRS
+58.8%
-105.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -5.1% | -2.2% | -2.9% | -4.0% |
| 30D | +17.6% | +3.3% | +14.3% | +15.8% |
| 3M | +9.2% | +2.0% | +7.3% | +8.2% |
| 6M | -11.8% | +19.9% | -31.7% | -19.8% |
| YTD | -22.5% | +35.7% | -58.2% | -34.2% |
| 1Y | -45.9% | +68.1% | -114.0% | -58.9% |
| 3Y | +117.4% | +87.1% | +30.3% | +46.8% |
| 5Y | -29.4% | +47.6% | -77.1% | -51.8% |
| All | -46.6% | +58.8% | -105.4% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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