+223.1%
BMNR vs EVRG
+31.2%
+191.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +2.6% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | +39.9% | -1.2% | +41.1% | +43.5% |
| 3M | +51.5% | -0.6% | +52.1% | +43.5% |
| 6M | +18.9% | +2.4% | +16.5% | -7.2% |
| YTD | -7.8% | +15.5% | -23.3% | -68.9% |
| 1Y | -47.6% | +16.8% | -64.4% | -88.8% |
| All | +223.1% | +31.2% | +191.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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