+219.7%
BMNR vs BURL
+7.3%
+212.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +2.2% |
| 7D | +6.0% | -2.6% | +8.6% | +8.0% |
| 30D | +31.6% | -30.8% | +62.4% | +75.5% |
| 3M | +47.0% | -18.7% | +65.7% | +68.7% |
| 6M | +31.2% | -16.4% | +47.6% | +43.3% |
| YTD | -8.8% | -11.6% | +2.8% | -8.2% |
| 1Y | -43.4% | -12.0% | -31.4% | -41.1% |
| All | +219.7% | +7.3% | +212.4% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling