The Crypto Portfolio Tracker with Wall Street Risk Metrics
Most crypto trackers show you a pie chart and a YTD number. Foliolytic runs your portfolio through the same risk framework hedge funds use: Sharpe, Sortino, max drawdown, beta vs BTC, VaR, CVaR, skewness, kurtosis. Import from any major exchange. Free, no signup.
What Is a Crypto Portfolio Tracker, and Why Risk Matters
A crypto portfolio tracker consolidates your holdings across exchanges and wallets into a single performance view. Most trackers stop at current balance and simple returns. Professional investors evaluate portfolios on a different question: did the return justify the risk taken?
Crypto's risk profile is extreme. Bitcoin has had four drawdowns greater than 75% in its history. Altcoins routinely drop 90%+ in bear markets. A 200% annual return sounds incredible — until you compare it to the 85% drawdown you endured to get it. That comparison is what risk-adjusted metrics measure.
Foliolytic applies the same quantitative framework Bridgewater, Renaissance, and Two Sigma use to evaluate equity strategies. For each crypto portfolio it computes Sharpe ratio against the current risk-free rate, Sortino ratio that only penalizes downside, maximum drawdown with recovery duration, beta and alpha versus Bitcoin, and Value at Risk at both 95% and 99% confidence levels.
The Metrics You'll See
Most crypto tools stop at balance and ROI. Foliolytic gives you the full institutional picture:
| Metric | What It Answers | Crypto-Specific Note |
|---|---|---|
| Sharpe Ratio | Return per unit of total volatility | Crypto's high vol means higher Sharpe thresholds |
| Sortino Ratio | Return per unit of downside-only volatility | Often more fair to crypto than Sharpe (upside spikes don't hurt) |
| Max Drawdown | Worst peak-to-trough loss you experienced | Critical — BTC has had 4 drawdowns over 75% |
| BTC-Beta | Sensitivity to Bitcoin price moves | Most alts have beta > 1.2 vs BTC |
| Alpha vs BTC | Outperformance after removing BTC-beta risk | Positive alpha = you beat buy-and-hold BTC on risk-adjusted basis |
| VaR 95 / 99 | Worst 1-day loss at 95% or 99% confidence | Crypto daily VaR often 4-6x equities |
| CVaR (Expected Shortfall) | Average loss on the worst 1% of days | Captures tail risk VaR misses |
| Skewness | Return distribution asymmetry | Crypto is usually right-skewed (rare big rallies) |
| Kurtosis | Fat tails — frequency of extreme moves | Crypto kurtosis is extreme by any standard |
| Information Ratio | Active return vs tracking error | Useful if measuring vs BTC or crypto index |
Every metric is computed from your actual transaction history — not a snapshot of current balances. That means dollar-cost averaging, rebalancing, and partial profit-taking are all correctly reflected.
Every Major Exchange, Auto-Detected
Export your transaction CSV from any of these and Foliolytic figures out the format automatically — no column mapping, no manual reformatting:
- Coinbase — Taxes → Documents → Generate transaction history CSV (detailed guide)
- Binance — Orders → Spot Order → Trade History → Export (detailed guide)
- Kraken — History → Export → Ledger (not Trades), all time (detailed guide)
- Bybit — Order → Derivatives/Spot Order History → Export CSV
- KuCoin — Orders → Spot Order → Order History → Export
- Gemini — Account → Statements and history → Transaction history
- Crypto.com — Accounts → Transaction history → Export CSV
- Bitfinex — Reports → Ledgers → Export
- Bitstamp — Account → Transaction history → Export CSV
- MEXC — Orders → Spot → Trade history → Export
- Huobi / HTX — Orders → Spot → Order history → Export
- OKX — Dashboard → Transactions → Export history
- Delta — Settings → Export Portfolio → CSV or JSON
Have multiple exchanges? Upload them all. Foliolytic merges them into one portfolio view and handles duplicate coins (e.g., BTC on Coinbase + BTC on Kraken) as a single position with pooled cost basis.
How It Works
Export CSV from any exchange
Every major exchange offers a transaction history export. Kraken's Ledger export is the most complete (includes staking). Binance, Coinbase, and KuCoin each have slight format differences — Foliolytic auto-detects all of them.
Drag and drop into the analyzer
Upload one or more CSVs. Foliolytic parses them in-browser — your data never leaves your machine unless you explicitly save a portfolio. No account required.
Automatic price backfill
For every coin in your portfolio, Foliolytic pulls daily price history from its own database (covering 440+ cryptocurrencies back to inception). Any coin not already tracked is fetched from Yahoo Finance or CryptoCompare in real time.
70+ metrics computed in-browser
Risk-adjusted returns, drawdown analysis, beta/alpha vs BTC, correlation matrix, VaR/CVaR, distribution shape. Every number comes from your actual transaction timeline — not a naïve balance snapshot.
See Your Crypto Portfolio's Real Risk Profile
Upload a CSV from any exchange. Full analytics in seconds. No signup, no email, no limits.
Open the AnalyzerFrequently Asked Questions
Which crypto exchanges does Foliolytic support?
Foliolytic auto-detects transaction CSV exports from Coinbase, Binance, Kraken (Ledger export), Bybit, KuCoin, Gemini, Bitfinex, Crypto.com, Bitstamp, MEXC, Huobi / HTX, OKX, and the Delta portfolio tracker. It also accepts generic CSV and JSON formats for any exchange not explicitly listed. Multi-exchange portfolios merge cleanly into a single analysis with pooled cost basis for shared coins.
How is Foliolytic different from CoinStats, CoinTracker, or Blockfolio?
Most crypto portfolio trackers show current value, YTD percent change, and a simple allocation pie chart. Foliolytic applies professional Wall Street risk frameworks to crypto: Sharpe ratio calculated against real Treasury yields, Sortino ratio that only penalizes downside volatility, maximum drawdown with recovery duration, beta and alpha against BTC and the Bitwise Crypto Index, VaR/CVaR for tail-risk estimation, and a correlation matrix showing how your coins move together. These are the metrics hedge funds use to evaluate any portfolio — crypto or traditional.
Is Foliolytic really free for crypto tracking?
Yes. All 70+ metrics are free. No signup, no email required, no premium tier, no ads. Portfolios are analyzed in-browser and optionally saved to a private URL only you can access. Foliolytic was built as a personal project for the builder's own use and released free because portfolio analytics should not be paywalled.
Does Foliolytic have price data for altcoins and new tokens?
Foliolytic tracks 440+ cryptocurrencies with daily price history going back to each coin's inception (Bitcoin back to 2010, Ethereum to 2015, and so on). If you upload a portfolio containing a token not yet in the database, Foliolytic automatically fetches up to 15 years of historical daily prices using Yahoo Finance and CryptoCompare, then adds the token to the daily update cycle. Rare or recently-launched tokens without public price data may need manual backfill.
Can I track a mixed portfolio of stocks, ETFs, and crypto together?
Yes. Mixed portfolios are a core use case. Upload your stock/ETF transactions (Fidelity, Schwab, IBKR, Robinhood, etc.) alongside your crypto transactions and Foliolytic produces combined analytics: blended Sharpe ratio, asset-class allocation, crypto-vs-equity correlation, and risk contribution from each sleeve. This gives you a full picture of your total net worth risk profile.
How does Foliolytic handle staking rewards, airdrops, and DeFi yields?
Kraken's Ledger export includes staking and earn rewards — Foliolytic parses these as income inflows and incorporates them into XIRR. Coinbase Earn rewards are detected similarly. Airdrops appear in most exchange transaction exports as deposits with a cost basis of zero. For self-custody DeFi activity, you can add manual entries using the generic CSV format.