+212.5%
BMNR vs FAST
+21.9%
+190.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.5% |
| 7D | +5.0% | +1.8% | +3.2% | +4.0% |
| 30D | +33.8% | -6.4% | +40.2% | +39.1% |
| 3M | +49.4% | +5.3% | +44.1% | +44.0% |
| 6M | +17.0% | +5.4% | +11.6% | +11.9% |
| YTD | -10.8% | +23.6% | -34.4% | -32.0% |
| 1Y | -45.7% | +4.1% | -49.8% | -43.8% |
| All | +212.5% | +21.9% | +190.6% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling