+223.1%
BMNR vs EXR
-2.6%
+225.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | +2.0% |
| 7D | +0.2% | -1.2% | +1.4% | +2.2% |
| 30D | +39.9% | -6.2% | +46.1% | +55.2% |
| 3M | +51.5% | -7.4% | +58.9% | +67.2% |
| 6M | +18.9% | -0.5% | +19.5% | +12.1% |
| YTD | -7.8% | +8.1% | -15.9% | -35.4% |
| 1Y | -47.6% | -2.9% | -44.7% | -48.3% |
| All | +223.1% | -2.6% | +225.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling