-40.8%
BMNR vs FERG
+0.8%
-41.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.3% | -7.9% | -7.0% |
| 7D | +4.9% | 0.0% | +5.0% | +4.9% |
| 30D | +35.5% | -10.2% | +45.7% | +43.9% |
| 3M | +39.6% | -0.6% | +40.2% | +37.5% |
| 6M | +18.2% | -6.5% | +24.8% | +20.9% |
| YTD | -8.0% | +4.2% | -12.2% | -11.8% |
| 1Y | -40.8% | -2.3% | -38.5% | -40.7% |
| All | -40.8% | +0.8% | -41.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling