+223.1%
BMNR vs VCLT
+1.9%
+221.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.0% |
| 7D | +0.2% | -1.4% | +1.6% | +13.6% |
| 30D | +39.9% | -1.2% | +41.1% | +54.4% |
| 3M | +51.5% | -4.8% | +56.3% | +139.0% |
| 6M | +18.9% | -2.6% | +21.5% | +33.1% |
| YTD | -7.8% | -3.3% | -4.5% | -0.3% |
| 1Y | -47.6% | -4.8% | -42.8% | -38.0% |
| All | +223.1% | +1.9% | +221.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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