+223.1%
BMNR vs FAST
+23.2%
+199.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.6% |
| 30D | +39.9% | -5.6% | +45.5% | +44.6% |
| 3M | +51.5% | +6.9% | +44.6% | +44.5% |
| 6M | +18.9% | +7.0% | +11.9% | +12.5% |
| YTD | -7.8% | +24.9% | -32.7% | -30.2% |
| 1Y | -47.6% | +6.5% | -54.1% | -47.4% |
| All | +223.1% | +23.2% | +199.9% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling