+223.1%
BMNR vs VIK
+80.1%
+143.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.4% |
| 7D | +0.2% | -0.9% | +1.2% | +0.9% |
| 30D | +39.9% | -18.4% | +58.3% | +63.9% |
| 3M | +51.5% | -8.8% | +60.3% | +58.8% |
| 6M | +18.9% | +17.1% | +1.8% | -7.3% |
| YTD | -7.8% | +19.0% | -26.9% | -32.3% |
| 1Y | -47.6% | +30.1% | -77.8% | -67.9% |
| All | +223.1% | +80.1% | +143.0% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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