+223.1%
BMNR vs ECHO
+473.5%
-250.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +3.5% |
| 7D | +0.2% | +3.7% | -3.5% | +0.3% |
| 30D | +39.9% | +0.7% | +39.2% | +39.9% |
| 3M | +51.5% | -27.3% | +78.8% | +49.2% |
| 6M | +18.9% | -17.0% | +35.9% | +18.7% |
| YTD | -7.8% | -14.3% | +6.5% | -7.2% |
| 1Y | -47.6% | +20.9% | -68.5% | -43.5% |
| All | +223.1% | +473.5% | -250.5% | +869.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling