-40.8%
BMNR vs BURL
-9.5%
-31.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.2% | -6.5% |
| 7D | +4.9% | -2.8% | +7.7% | +5.7% |
| 30D | +35.5% | -28.2% | +63.6% | +53.0% |
| 3M | +39.6% | -17.6% | +57.2% | +48.7% |
| 6M | +18.2% | -11.8% | +30.0% | +21.4% |
| YTD | -8.0% | -8.1% | +0.1% | -7.0% |
| 1Y | -40.8% | -12.0% | -28.8% | -50.9% |
| All | -40.8% | -9.5% | -31.3% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling