+223.1%
BMNR vs EFV
+37.8%
+185.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +1.0% |
| 7D | +0.2% | -0.8% | +1.0% | +2.1% |
| 30D | +39.9% | +0.6% | +39.3% | +38.7% |
| 3M | +51.5% | +7.5% | +44.0% | +31.9% |
| 6M | +18.9% | +13.0% | +5.9% | -4.6% |
| YTD | -7.8% | +18.3% | -26.1% | -29.9% |
| 1Y | -47.6% | +26.7% | -74.3% | -63.0% |
| All | +223.1% | +37.8% | +185.2% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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