+223.1%
BMNR vs ELV
+13.2%
+209.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.0% |
| 7D | +0.2% | +3.2% | -3.0% | -2.6% |
| 30D | +39.9% | +5.4% | +34.5% | +33.4% |
| 3M | +51.5% | +5.4% | +46.2% | +42.7% |
| 6M | +18.9% | +45.7% | -26.8% | -23.8% |
| YTD | -7.8% | +21.2% | -29.0% | -31.1% |
| 1Y | -47.6% | +35.6% | -83.2% | -69.7% |
| All | +223.1% | +13.2% | +209.9% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling