+212.3%
BMNR vs USFD
+24.3%
+188.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -8.5% | -8.0% | -0.5% | -7.3% |
| 30D | +33.8% | -13.1% | +46.9% | +36.7% |
| 3M | +54.7% | +6.5% | +48.2% | +51.7% |
| 6M | +16.7% | +5.7% | +11.0% | +15.4% |
| YTD | -10.9% | +27.5% | -38.4% | -16.9% |
| 1Y | -46.9% | +23.4% | -70.4% | -53.0% |
| All | +212.3% | +24.3% | +188.1% | +478.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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