+195.2%
EWY vs BMNR
+245.3%
-50.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +3.2% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +7.3% | +39.9% | -32.6% | +7.1% |
| 3M | -5.1% | +51.5% | -56.7% | -5.4% |
| 6M | +42.1% | +18.9% | +23.1% | +41.8% |
| YTD | +94.1% | -7.8% | +101.9% | +93.9% |
| 1Y | +147.8% | -47.6% | +195.4% | +147.9% |
| All | +195.2% | +245.3% | -50.1% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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