+223.1%
BMNR vs EWZ
+46.7%
+176.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +7.2% |
| 7D | +0.2% | +0.9% | -0.6% | -4.1% |
| 30D | +39.9% | +12.8% | +27.1% | -17.5% |
| 3M | +51.5% | +10.8% | +40.8% | -7.5% |
| 6M | +18.9% | +2.5% | +16.4% | -13.6% |
| YTD | -7.8% | +21.4% | -29.2% | -87.2% |
| 1Y | -47.6% | +32.8% | -80.4% | -99.2% |
| All | +223.1% | +46.7% | +176.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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