-40.8%
BMNR vs FAST
+2.3%
-43.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -5.7% |
| 7D | +4.9% | -0.4% | +5.3% | +4.8% |
| 30D | +35.5% | -0.8% | +36.3% | +35.4% |
| 3M | +39.6% | +5.8% | +33.8% | +38.6% |
| 6M | +18.2% | +8.0% | +10.2% | +16.1% |
| YTD | -8.0% | +25.6% | -33.7% | -14.2% |
| 1Y | -40.8% | +0.8% | -41.6% | -41.2% |
| All | -40.8% | +2.3% | -43.1% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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