+223.1%
BMNR vs VYM
+29.1%
+194.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.8% | -1.4% |
| 7D | +0.2% | -0.8% | +1.0% | +6.1% |
| 30D | +39.9% | -2.2% | +42.2% | +64.1% |
| 3M | +51.5% | +3.1% | +48.4% | +16.6% |
| 6M | +18.9% | +9.7% | +9.2% | -49.2% |
| YTD | -7.8% | +14.9% | -22.7% | -78.4% |
| 1Y | -47.6% | +17.6% | -65.2% | -92.2% |
| All | +223.1% | +29.1% | +194.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling