-27.8%
COIN vs VYM
+77.5%
-105.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.1% |
| 7D | -5.1% | -0.8% | -4.3% | -3.2% |
| 30D | +17.6% | -2.2% | +19.8% | +24.3% |
| 3M | +9.2% | +3.1% | +6.2% | +1.5% |
| 6M | -11.8% | +9.7% | -21.5% | -29.7% |
| YTD | -22.5% | +14.9% | -37.4% | -44.3% |
| 1Y | -45.9% | +17.6% | -63.5% | -63.0% |
| 3Y | +117.4% | +65.3% | +52.1% | -32.2% |
| All | -27.8% | +77.5% | -105.3% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling