+223.1%
BMNR vs EFA
+25.1%
+198.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +0.9% |
| 7D | +0.2% | -1.5% | +1.8% | +4.3% |
| 30D | +39.9% | -1.7% | +41.6% | +46.7% |
| 3M | +51.5% | +3.5% | +48.0% | +41.1% |
| 6M | +18.9% | +9.5% | +9.4% | -1.5% |
| YTD | -7.8% | +12.9% | -20.7% | -29.4% |
| 1Y | -47.6% | +18.2% | -65.8% | -62.7% |
| All | +223.1% | +25.1% | +198.0% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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