-47.5%
COIN vs VUG
+95.6%
-143.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.2% |
| 7D | -10.6% | -1.9% | -8.7% | -6.7% |
| 30D | +16.0% | -1.6% | +17.5% | +20.6% |
| 3M | +11.9% | +4.4% | +7.5% | +1.8% |
| 6M | -12.3% | +13.2% | -25.5% | -32.8% |
| YTD | -23.8% | +7.5% | -31.3% | -33.5% |
| 1Y | -45.4% | +12.5% | -57.8% | -56.3% |
| 3Y | +109.9% | +86.0% | +23.9% | -41.2% |
| 5Y | -30.6% | +76.5% | -107.1% | -75.8% |
| All | -47.5% | +95.6% | -143.2% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling