+212.3%
BMNR vs ELF
-18.5%
+230.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.9% |
| 7D | -8.5% | -10.8% | +2.3% | -6.2% |
| 30D | +33.8% | +0.8% | +33.0% | +33.9% |
| 3M | +54.7% | +64.8% | -10.0% | +40.9% |
| 6M | +16.7% | +19.0% | -2.2% | +12.8% |
| YTD | -10.9% | +25.9% | -36.8% | -15.5% |
| 1Y | -46.9% | -28.8% | -18.1% | -46.8% |
| All | +212.3% | -18.5% | +230.9% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling