-40.8%
BMNR vs ELV
+34.8%
-75.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -5.1% |
| 7D | +4.9% | +3.3% | +1.6% | +4.2% |
| 30D | +35.5% | +4.2% | +31.3% | +34.1% |
| 3M | +39.6% | -0.1% | +39.6% | +38.8% |
| 6M | +18.2% | +41.3% | -23.0% | +6.3% |
| YTD | -8.0% | +17.4% | -25.5% | -15.8% |
| 1Y | -40.8% | +35.1% | -75.9% | -46.1% |
| All | -40.8% | +34.8% | -75.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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