-79.9%
FIG vs BMNR
-30.3%
-49.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +4.0% |
| 7D | -3.8% | +0.2% | -4.1% | -3.8% |
| 30D | -2.3% | +39.9% | -42.2% | -10.4% |
| 3M | +20.0% | +51.5% | -31.6% | +6.6% |
| 6M | -16.7% | +18.9% | -35.6% | -22.4% |
| YTD | -37.9% | -7.8% | -30.1% | -39.5% |
| 1Y | -58.5% | -47.6% | -10.9% | -54.4% |
| All | -79.9% | -30.3% | -49.7% | -80.4% |
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