-40.8%
BMNR vs VFC
-6.8%
-34.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -6.4% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | +35.5% | -11.6% | +47.1% | +40.9% |
| 3M | +39.6% | -18.1% | +57.7% | +47.6% |
| 6M | +18.2% | -27.4% | +45.6% | +29.6% |
| YTD | -8.0% | -24.8% | +16.8% | +0.1% |
| 1Y | -40.8% | -8.2% | -32.6% | -42.1% |
| All | -40.8% | -6.8% | -34.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling