+212.3%
BMNR vs FLUT
-59.6%
+271.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.5% |
| 7D | -8.5% | -3.6% | -4.9% | -5.5% |
| 30D | +33.8% | -0.3% | +34.1% | +32.4% |
| 3M | +54.7% | -12.6% | +67.4% | +68.0% |
| 6M | +16.7% | -8.0% | +24.7% | +14.0% |
| YTD | -10.9% | -54.1% | +43.2% | +214.2% |
| 1Y | -46.9% | -66.1% | +19.2% | +322.4% |
| All | +212.3% | -59.6% | +271.9% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling