+261.6%
BN vs CAPR
-77.1%
+338.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -2.5% |
| 7D | -1.2% | -9.5% | +8.3% | -1.0% |
| 30D | -10.9% | +121.5% | -132.4% | -12.7% |
| 3M | -11.1% | -65.4% | +54.3% | -10.4% |
| 6M | -4.4% | -67.5% | +63.2% | -3.6% |
| YTD | -14.1% | -68.6% | +54.5% | -13.5% |
| 1Y | -11.1% | +42.7% | -53.7% | -17.7% |
| 3Y | +75.6% | +43.4% | +32.2% | +55.6% |
| 5Y | +35.8% | +86.0% | -50.2% | +17.2% |
| 10Y | +261.6% | -77.4% | +339.0% | +194.8% |
| All | +261.6% | -77.1% | +338.7% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling