+223.1%
BMNR vs ETHA
-3.9%
+226.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | -1.6% |
| 7D | +0.2% | +3.5% | -3.2% | -5.0% |
| 30D | +39.9% | +35.3% | +4.6% | -13.2% |
| 3M | +51.5% | +50.9% | +0.6% | -21.4% |
| 6M | +18.9% | +22.1% | -3.2% | -13.7% |
| YTD | -7.8% | -14.6% | +6.8% | +22.4% |
| 1Y | -47.6% | -42.8% | -4.8% | +53.5% |
| All | +223.1% | -3.9% | +226.9% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling