+223.1%
BMNR vs VRSK
-44.8%
+267.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.2% | -5.2% | +5.4% | +2.5% |
| 30D | +39.9% | -2.3% | +42.2% | +41.7% |
| 3M | +51.5% | -2.9% | +54.4% | +50.5% |
| 6M | +18.9% | -12.8% | +31.7% | +32.5% |
| YTD | -7.8% | -20.8% | +13.0% | +20.3% |
| 1Y | -47.6% | -33.2% | -14.4% | +42.2% |
| All | +223.1% | -44.8% | +267.9% | +5,333.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling