+223.1%
BMNR vs FCUV
-96.2%
+319.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.2% | +3.4% |
| 7D | +0.2% | -66.5% | +66.7% | -0.2% |
| 30D | +39.9% | +5.0% | +34.9% | +40.7% |
| 3M | +51.5% | +63.8% | -12.3% | +61.2% |
| 6M | +18.9% | -67.8% | +86.7% | +39.4% |
| YTD | -7.8% | -82.4% | +74.6% | +12.1% |
| 1Y | -47.6% | -94.7% | +47.1% | -29.0% |
| All | +223.1% | -96.2% | +319.3% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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