+223.1%
BMNR vs VUG
+25.8%
+197.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | -0.3% |
| 7D | +0.2% | -0.5% | +0.7% | +2.3% |
| 30D | +39.9% | -1.0% | +40.9% | +46.0% |
| 3M | +51.5% | +3.5% | +48.0% | +29.2% |
| 6M | +18.9% | +14.2% | +4.7% | -37.4% |
| YTD | -7.8% | +8.5% | -16.3% | -32.2% |
| 1Y | -47.6% | +12.9% | -60.5% | -75.7% |
| All | +223.1% | +25.8% | +197.3% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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