-40.8%
BMNR vs ETHA
-44.4%
+3.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -2.3% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +35.5% | +27.9% | +7.6% | +0.5% |
| 3M | +39.6% | +38.3% | +1.3% | -5.7% |
| 6M | +18.2% | +14.0% | +4.3% | +3.3% |
| YTD | -8.0% | -17.4% | +9.4% | +22.8% |
| 1Y | -40.8% | -42.7% | +1.9% | +32.4% |
| All | -40.8% | -44.4% | +3.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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