-44.9%
BMNR vs VICR
+76.0%
-120.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -11.1% | +17.0% | +9.0% |
| 7D | -1.5% | -26.6% | +25.1% | +7.2% |
| 30D | -18.9% | -47.9% | +29.1% | -3.5% |
| 3M | +20.1% | -29.8% | +49.8% | +27.6% |
| 6M | -4.7% | -36.6% | +32.0% | -4.9% |
| YTD | -20.0% | +45.1% | -65.1% | -62.5% |
| 1Y | -44.9% | +80.0% | -124.9% | -80.7% |
| All | -44.9% | +76.0% | -120.9% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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