+212.5%
BMNR vs ESTC
+2.4%
+210.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -0.6% |
| 7D | +5.0% | -3.3% | +8.3% | +8.3% |
| 30D | +33.8% | +13.4% | +20.3% | +14.0% |
| 3M | +49.4% | +41.3% | +8.1% | +0.5% |
| 6M | +17.0% | +62.6% | -45.6% | -36.5% |
| YTD | -10.8% | +14.8% | -25.6% | -20.8% |
| 1Y | -45.7% | -5.1% | -40.6% | -31.2% |
| All | +212.5% | +2.4% | +210.1% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling