+126.9%
BMNR vs VST
-22.7%
+149.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.4% |
| 7D | -6.3% | +6.6% | -12.9% | -7.8% |
| 30D | -21.0% | -12.4% | -8.6% | -18.5% |
| 3M | -3.9% | -9.0% | +5.1% | -2.2% |
| 6M | -17.0% | -6.4% | -10.5% | -16.7% |
| YTD | -35.2% | -17.2% | -18.1% | -32.3% |
| 1Y | -51.9% | -22.0% | -29.9% | -48.9% |
| All | +126.9% | -22.7% | +149.6% | +649.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling