+90.6%
BAM vs VLTO
+56.3%
+34.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +5.0% | +1.6% | +3.4% | +4.3% |
| 30D | +16.6% | +22.0% | -5.4% | +7.4% |
| 3M | +2.2% | +21.9% | -19.7% | -5.9% |
| 6M | +9.7% | +36.5% | -26.8% | -3.9% |
| YTD | +5.2% | +19.0% | -13.7% | -2.2% |
| 1Y | +3.9% | +21.0% | -17.1% | -4.5% |
| 3Y | +91.5% | +69.9% | +21.7% | +53.0% |
| All | +90.6% | +56.3% | +34.2% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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