+212.3%
BMNR vs FLEX
+151.2%
+61.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.4% |
| 7D | -8.5% | +0.1% | -8.6% | -8.7% |
| 30D | +33.8% | -11.8% | +45.5% | +39.1% |
| 3M | +54.7% | -22.6% | +77.3% | +65.0% |
| 6M | +16.7% | +77.3% | -60.6% | -29.0% |
| YTD | -10.9% | +78.8% | -89.6% | -45.5% |
| 1Y | -46.9% | +86.1% | -133.0% | -65.0% |
| All | +212.3% | +151.2% | +61.1% | +911.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling