+129.4%
VRT vs BMNR
+245.3%
-115.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.6% |
| 7D | -8.4% | +0.2% | -8.6% | -8.4% |
| 30D | -10.9% | +39.9% | -50.8% | -11.0% |
| 3M | -13.7% | +51.5% | -65.2% | -13.9% |
| 6M | -4.1% | +18.9% | -23.0% | -4.3% |
| YTD | +58.7% | -7.8% | +66.5% | +58.6% |
| 1Y | +89.6% | -47.6% | +137.2% | +89.7% |
| All | +129.4% | +245.3% | -115.9% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling