-40.8%
BMNR vs ECHO
+40.1%
-80.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.9% | +3.4% | +1.5% | +3.3% |
| 30D | +35.5% | +2.4% | +33.1% | +33.6% |
| 3M | +39.6% | -28.0% | +67.5% | +64.8% |
| 6M | +18.2% | -21.2% | +39.5% | +29.0% |
| YTD | -8.0% | -17.4% | +9.4% | -1.8% |
| 1Y | -40.8% | +33.6% | -74.4% | -47.4% |
| All | -40.8% | +40.1% | -80.9% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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