+271.1%
BN vs CAPR
-76.3%
+347.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -2.4% |
| 30D | -9.5% | +139.2% | -148.7% | -11.4% |
| 3M | -10.4% | -66.4% | +56.0% | -9.7% |
| 6M | -6.4% | -63.1% | +56.8% | -5.9% |
| YTD | -11.9% | -67.4% | +55.6% | -11.3% |
| 1Y | -8.6% | +58.2% | -66.9% | -15.7% |
| 3Y | +77.6% | +42.2% | +35.3% | +57.5% |
| 5Y | +37.0% | +87.3% | -50.2% | +18.3% |
| All | +271.1% | -76.3% | +347.4% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling