-54.1%
BMNR vs VIVK
-100.0%
+45.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -23.3% | +10.8% | -12.4% |
| 7D | -12.3% | -75.3% | +63.1% | -11.9% |
| 30D | -27.5% | -92.3% | +64.8% | -27.1% |
| 3M | +3.1% | -98.3% | +101.4% | +3.5% |
| 6M | -17.7% | -99.9% | +82.2% | -11.9% |
| YTD | -30.0% | -99.9% | +69.9% | -28.7% |
| 1Y | -54.1% | -100.0% | +45.9% | -18.1% |
| All | -54.1% | -100.0% | +45.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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