-47.6%
BMNR vs ELF
-28.2%
-19.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +3.0% |
| 7D | +0.2% | -11.6% | +11.9% | +4.5% |
| 30D | +39.9% | +4.6% | +35.3% | +38.2% |
| 3M | +51.5% | +59.7% | -8.2% | +31.0% |
| 6M | +18.9% | +21.2% | -2.3% | +11.1% |
| YTD | -7.8% | +27.4% | -35.3% | -17.9% |
| 1Y | -47.6% | -29.8% | -17.8% | -42.8% |
| All | -47.6% | -28.2% | -19.4% | -42.8% |
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