+223.1%
BMNR vs FLUT
-58.8%
+281.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +1.8% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +39.9% | +2.5% | +37.4% | +35.1% |
| 3M | +51.5% | -9.2% | +60.8% | +58.7% |
| 6M | +18.9% | -8.2% | +27.1% | +18.3% |
| YTD | -7.8% | -53.2% | +45.4% | +219.8% |
| 1Y | -47.6% | -65.6% | +18.0% | +316.6% |
| All | +223.1% | -58.8% | +281.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling