+26.9%
VZ vs BMNR
+245.3%
-218.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +7.7% | +39.9% | -32.2% | +7.6% |
| 3M | +9.7% | +51.5% | -41.9% | +9.5% |
| 6M | +3.1% | +18.9% | -15.8% | +3.0% |
| YTD | +30.5% | -7.8% | +38.3% | +30.5% |
| 1Y | +22.5% | -47.6% | +70.1% | +22.6% |
| All | +26.9% | +245.3% | -218.5% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling