+223.1%
BMNR vs ESTC
-1.4%
+224.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +0.2% | -9.2% | +9.4% | +7.8% |
| 30D | +39.9% | +8.1% | +31.8% | +24.0% |
| 3M | +51.5% | +38.5% | +13.0% | +2.9% |
| 6M | +18.9% | +57.8% | -38.9% | -34.3% |
| YTD | -7.8% | +10.5% | -18.3% | -15.7% |
| 1Y | -47.6% | -6.4% | -41.2% | -38.6% |
| All | +223.1% | -1.4% | +224.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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