-46.6%
COIN vs VUG
+97.5%
-144.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | -0.3% |
| 7D | -5.1% | -0.5% | -4.6% | -4.0% |
| 30D | +17.6% | -1.0% | +18.5% | +20.7% |
| 3M | +9.2% | +3.5% | +5.7% | +1.2% |
| 6M | -11.8% | +14.2% | -26.0% | -33.6% |
| YTD | -22.5% | +8.5% | -31.0% | -33.7% |
| 1Y | -45.9% | +12.9% | -58.8% | -57.0% |
| 3Y | +117.4% | +85.6% | +31.8% | -38.7% |
| 5Y | -29.4% | +78.1% | -107.5% | -75.9% |
| All | -46.6% | +97.5% | -144.1% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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