+222.3%
BMNR vs VG
-3.1%
+225.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.7% |
| 7D | +4.9% | +1.7% | +3.2% | +5.2% |
| 30D | +35.5% | +16.0% | +19.5% | +39.1% |
| 3M | +39.6% | +9.7% | +29.8% | +43.3% |
| 6M | +18.2% | +29.6% | -11.3% | +25.1% |
| YTD | -8.0% | +112.0% | -120.0% | +1.1% |
| 1Y | -40.8% | +12.8% | -53.6% | -45.1% |
| All | +222.3% | -3.1% | +225.4% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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