+223.1%
BMNR vs VSXY
+265.1%
-42.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.4% | +4.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | +39.9% | -18.7% | +58.6% | +31.2% |
| 3M | +51.5% | -4.0% | +55.5% | +51.4% |
| 6M | +18.9% | +67.5% | -48.6% | +60.1% |
| YTD | -7.8% | +39.7% | -47.5% | +10.7% |
| 1Y | -47.6% | +180.0% | -227.6% | +91.5% |
| All | +223.1% | +265.1% | -42.0% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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