-47.6%
BMNR vs FIGR
-3.1%
-44.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +8.1% | +5.3% |
| 7D | +0.2% | -3.0% | +3.3% | +1.2% |
| 30D | +39.9% | +13.7% | +26.3% | +32.3% |
| 3M | +51.5% | +23.9% | +27.6% | +36.5% |
| 6M | +18.9% | -8.4% | +27.3% | +19.4% |
| YTD | -7.8% | -14.6% | +6.8% | -13.8% |
| 1Y | -47.6% | +12.1% | -59.7% | -54.7% |
| All | -47.6% | -3.1% | -44.5% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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