+223.1%
BMNR vs NVTS
+70.3%
+152.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | +2.6% |
| 7D | +0.2% | -1.4% | +1.7% | +0.5% |
| 30D | +39.9% | -16.5% | +56.4% | +44.6% |
| 3M | +51.5% | -47.6% | +99.1% | +69.0% |
| 6M | +18.9% | +7.3% | +11.6% | +11.1% |
| YTD | -7.8% | +62.9% | -70.7% | -18.5% |
| 1Y | -47.6% | +91.3% | -138.9% | -38.9% |
| All | +223.1% | +70.3% | +152.8% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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