-27.8%
COIN vs XLV
+33.9%
-61.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.0% |
| 7D | -5.1% | -3.6% | -1.5% | -0.3% |
| 30D | +17.6% | -1.8% | +19.4% | +20.5% |
| 3M | +9.2% | +7.8% | +1.5% | -2.4% |
| 6M | -11.8% | +9.1% | -20.9% | -22.8% |
| YTD | -22.5% | +7.7% | -30.2% | -31.0% |
| 1Y | -45.9% | +20.4% | -66.3% | -59.7% |
| 3Y | +117.4% | +30.8% | +86.6% | +34.2% |
| All | -27.8% | +33.9% | -61.8% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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