+222.3%
BMNR vs FGI
+112.0%
+110.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +7.5% | -13.1% | -6.9% |
| 7D | +4.9% | +0.5% | +4.4% | +4.6% |
| 30D | +35.5% | +65.4% | -29.9% | +6.2% |
| 3M | +39.6% | +23.5% | +16.1% | +15.7% |
| 6M | +18.2% | +60.5% | -42.3% | -27.7% |
| YTD | -8.0% | +30.0% | -38.0% | -39.6% |
| 1Y | -40.8% | +82.1% | -122.9% | -78.3% |
| All | +222.3% | +112.0% | +110.3% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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