+212.3%
BMNR vs QLD
+61.7%
+150.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +4.0% |
| 7D | -8.5% | -2.6% | -5.9% | -4.1% |
| 30D | +33.8% | -3.3% | +37.0% | +41.8% |
| 3M | +54.7% | +1.8% | +52.9% | +35.1% |
| 6M | +16.7% | +29.7% | -13.0% | -51.2% |
| YTD | -10.9% | +25.1% | -36.0% | -58.9% |
| 1Y | -46.9% | +37.1% | -84.0% | -88.2% |
| All | +212.3% | +61.7% | +150.7% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling