+16.9%
VCLT vs BAM
+93.4%
-76.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.1% | 0.0% |
| 7D | +1.2% | +5.3% | -4.0% | +0.6% |
| 30D | +3.4% | +18.1% | -14.7% | +1.2% |
| 3M | -0.9% | +4.2% | -5.1% | -1.5% |
| 6M | -3.1% | +11.1% | -14.2% | -4.6% |
| YTD | -2.4% | +6.6% | -9.0% | -3.6% |
| 1Y | -2.7% | +6.2% | -8.9% | -3.9% |
| 3Y | +16.9% | +95.0% | -78.2% | -0.3% |
| All | +16.9% | +93.4% | -76.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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