+212.5%
BMNR vs VST
-12.3%
+224.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +5.0% | +5.3% | -0.3% | +3.5% |
| 30D | +33.8% | +5.8% | +28.0% | +31.6% |
| 3M | +49.4% | +3.5% | +46.0% | +46.9% |
| 6M | +17.0% | -7.4% | +24.4% | +18.2% |
| YTD | -10.8% | -6.1% | -4.7% | -9.3% |
| 1Y | -45.7% | -21.6% | -24.1% | -41.7% |
| All | +212.5% | -12.3% | +224.8% | +905.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling