-51.9%
BMNR vs BURL
-15.0%
-36.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.1% | -3.4% |
| 7D | -6.3% | -1.6% | -4.7% | -5.7% |
| 30D | -21.0% | -7.7% | -13.2% | -18.7% |
| 3M | -3.9% | -31.7% | +27.8% | +8.5% |
| 6M | -17.0% | -15.2% | -1.8% | -15.8% |
| YTD | -35.2% | -15.9% | -19.3% | -32.6% |
| 1Y | -51.9% | -14.2% | -37.7% | -50.2% |
| All | -51.9% | -15.0% | -36.9% | -50.2% |
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