-17.0%
BMNR vs FAST
+28.8%
-45.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.8% |
| 7D | -6.3% | +4.2% | -10.4% | -5.9% |
| 30D | -21.0% | +6.7% | -27.7% | -20.2% |
| 3M | -3.9% | +8.0% | -11.9% | -5.2% |
| 6M | -17.0% | +27.4% | -44.4% | -11.6% |
| All | -17.0% | +28.8% | -45.8% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling