+222.9%
EWY vs COIN
+113.7%
+109.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.0% |
| 7D | -0.1% | -5.1% | +5.0% | +0.7% |
| 30D | +7.3% | +17.6% | -10.3% | +4.3% |
| 3M | -5.1% | +9.2% | -14.4% | -7.0% |
| 6M | +42.1% | -11.8% | +53.8% | +43.5% |
| YTD | +94.1% | -22.5% | +116.6% | +97.6% |
| 1Y | +147.8% | -45.9% | +193.7% | +162.4% |
| 3Y | +222.9% | +117.4% | +105.5% | +162.3% |
| All | +222.9% | +113.7% | +109.2% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 3y: compounded portfolio wealth divided by compounded COIN 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…
3y analysis · Full analysis span regression · 6 months rolling