+223.1%
BMNR vs FBTC
-27.2%
+250.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +2.9% |
| 7D | +0.2% | -3.1% | +3.4% | +5.9% |
| 30D | +39.9% | +22.0% | +17.9% | -0.8% |
| 3M | +51.5% | +21.6% | +29.9% | +9.2% |
| 6M | +18.9% | +9.2% | +9.7% | +5.7% |
| YTD | -7.8% | -11.8% | +4.0% | +29.4% |
| 1Y | -47.6% | -32.7% | -14.9% | +42.9% |
| All | +223.1% | -27.2% | +250.2% | +714.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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