+223.1%
BMNR vs ES
+10.9%
+212.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +4.0% |
| 7D | +0.2% | -3.6% | +3.8% | +3.1% |
| 30D | +39.9% | -4.2% | +44.1% | +44.5% |
| 3M | +51.5% | +0.1% | +51.4% | +49.0% |
| 6M | +18.9% | -6.2% | +25.1% | +24.8% |
| YTD | -7.8% | +4.1% | -11.9% | -16.4% |
| 1Y | -47.6% | +10.2% | -57.8% | -59.4% |
| All | +223.1% | +10.9% | +212.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling