-40.8%
BMNR vs ELF
-17.5%
-23.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -6.3% |
| 7D | +4.9% | +5.4% | -0.4% | +3.1% |
| 30D | +35.5% | +27.0% | +8.5% | +25.4% |
| 3M | +39.6% | +113.2% | -73.6% | +9.7% |
| 6M | +18.2% | +36.6% | -18.3% | +5.6% |
| YTD | -8.0% | +44.2% | -52.3% | -21.5% |
| 1Y | -40.8% | -18.0% | -22.8% | -37.8% |
| All | -40.8% | -17.5% | -23.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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