+1.1%
V vs BMNR
+234.0%
-232.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.3% |
| 7D | -2.9% | +5.0% | -7.9% | -2.9% |
| 30D | +1.9% | +33.8% | -31.9% | +1.8% |
| 3M | +13.2% | +49.4% | -36.2% | +13.1% |
| 6M | +16.7% | +17.0% | -0.2% | +16.6% |
| YTD | +5.4% | -10.8% | +16.2% | +5.3% |
| 1Y | +7.7% | -45.7% | +53.4% | +7.7% |
| All | +1.1% | +234.0% | -232.9% | -1.4% |
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