-40.8%
BMNR vs VRSK
-30.3%
-10.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -6.0% |
| 7D | +4.9% | -3.1% | +8.0% | +4.3% |
| 30D | +35.5% | -1.6% | +37.1% | +34.7% |
| 3M | +39.6% | +3.5% | +36.1% | +40.7% |
| 6M | +18.2% | -13.4% | +31.6% | +18.4% |
| YTD | -8.0% | -16.5% | +8.5% | -12.7% |
| 1Y | -40.8% | -30.6% | -10.2% | -47.6% |
| All | -40.8% | -30.3% | -10.5% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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