-40.8%
BMNR vs FLEX
+102.8%
-143.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.2% |
| 7D | +4.9% | -0.9% | +5.8% | +5.3% |
| 30D | +35.5% | -10.1% | +45.6% | +40.6% |
| 3M | +39.6% | -31.3% | +70.9% | +58.3% |
| 6M | +18.2% | +71.3% | -53.0% | -34.9% |
| YTD | -8.0% | +81.2% | -89.3% | -53.5% |
| 1Y | -40.8% | +98.5% | -139.3% | -71.1% |
| All | -40.8% | +102.8% | -143.6% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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