+212.5%
BMNR vs BURL
+0.5%
+212.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | +2.8% |
| 7D | +5.0% | -7.0% | +11.9% | +10.7% |
| 30D | +33.8% | -35.6% | +69.4% | +88.7% |
| 3M | +49.4% | -26.3% | +75.7% | +86.2% |
| 6M | +17.0% | -20.7% | +37.6% | +32.4% |
| YTD | -10.8% | -17.2% | +6.4% | -5.7% |
| 1Y | -45.7% | -15.0% | -30.7% | -45.5% |
| All | +212.5% | +0.5% | +212.0% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling