+223.1%
BMNR vs VIG
+22.0%
+201.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | -2.8% |
| 7D | +0.2% | -1.1% | +1.3% | +9.9% |
| 30D | +39.9% | -2.7% | +42.7% | +77.5% |
| 3M | +51.5% | +2.5% | +49.0% | +12.9% |
| 6M | +18.9% | +9.2% | +9.7% | -57.3% |
| YTD | -7.8% | +9.8% | -17.6% | -74.3% |
| 1Y | -47.6% | +12.4% | -60.0% | -93.8% |
| All | +223.1% | +22.0% | +201.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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