+212.3%
BMNR vs FITB
+47.5%
+164.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.4% |
| 7D | -8.5% | -1.0% | -7.5% | -7.8% |
| 30D | +33.8% | -5.5% | +39.3% | +39.3% |
| 3M | +54.7% | +4.1% | +50.6% | +45.7% |
| 6M | +16.7% | +18.7% | -2.0% | -5.7% |
| YTD | -10.9% | +18.2% | -29.0% | -28.7% |
| 1Y | -46.9% | +23.7% | -70.6% | -58.4% |
| All | +212.3% | +47.5% | +164.9% | +399.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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