+222.3%
BMNR vs VST
-13.3%
+235.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -6.5% |
| 7D | +4.9% | +8.9% | -4.0% | +2.4% |
| 30D | +35.5% | +6.2% | +29.3% | +33.0% |
| 3M | +39.6% | -2.7% | +42.3% | +39.8% |
| 6M | +18.2% | -8.4% | +26.6% | +20.0% |
| YTD | -8.0% | -7.2% | -0.8% | -6.1% |
| 1Y | -40.8% | -20.9% | -19.9% | -34.0% |
| All | +222.3% | -13.3% | +235.6% | +940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling