-40.8%
BMNR vs VST
-20.6%
-20.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -7.3% |
| 7D | +4.9% | +8.9% | -4.0% | +0.3% |
| 30D | +35.5% | +6.2% | +29.3% | +30.9% |
| 3M | +39.6% | -2.7% | +42.3% | +39.1% |
| 6M | +18.2% | -8.4% | +26.6% | +19.8% |
| YTD | -8.0% | -7.2% | -0.8% | -8.9% |
| 1Y | -40.8% | -20.9% | -19.9% | -31.3% |
| All | -40.8% | -20.6% | -20.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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