-46.6%
COIN vs XRT
-0.3%
-46.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | -0.4% |
| 7D | -5.1% | -3.2% | -1.9% | -0.2% |
| 30D | +17.6% | -4.5% | +22.1% | +25.4% |
| 3M | +9.2% | -3.1% | +12.3% | +13.0% |
| 6M | -11.8% | +4.2% | -16.0% | -19.0% |
| YTD | -22.5% | -0.1% | -22.4% | -23.5% |
| 1Y | -45.9% | -3.0% | -42.8% | -44.1% |
| 3Y | +117.4% | +41.8% | +75.6% | +22.4% |
| 5Y | -29.4% | -1.3% | -28.2% | -35.2% |
| All | -46.6% | -0.3% | -46.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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