+43.9%
BMNR vs FPS
+22.4%
+21.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.0% | -5.5% | -0.5% |
| 7D | +0.2% | +1.5% | -1.3% | -0.7% |
| 30D | +39.9% | -16.9% | +56.8% | +50.4% |
| 3M | +51.5% | -45.3% | +96.8% | +95.9% |
| 6M | +18.9% | -10.3% | +29.2% | +7.5% |
| All | +43.9% | +22.4% | +21.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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