-46.6%
COIN vs VXX
-97.2%
+50.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | -0.2% |
| 7D | -5.1% | +2.0% | -7.1% | -4.1% |
| 30D | +17.6% | -7.1% | +24.7% | +14.5% |
| 3M | +9.2% | -28.6% | +37.9% | -4.3% |
| 6M | -11.8% | -44.0% | +32.2% | -28.6% |
| YTD | -22.5% | -31.7% | +9.2% | -29.3% |
| 1Y | -45.9% | -46.3% | +0.4% | -54.1% |
| 3Y | +117.4% | -78.3% | +195.7% | +76.6% |
| 5Y | -29.4% | -95.8% | +66.4% | -63.8% |
| All | -46.6% | -97.2% | +50.6% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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