+55.6%
VFC vs BAM
+4.2%
+51.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.2% | -1.8% | +0.4% |
| 7D | +21.5% | +14.2% | +7.2% | +11.4% |
| 30D | +46.7% | +21.0% | +25.7% | +29.7% |
| 3M | +38.4% | +5.2% | +33.2% | +33.1% |
| 6M | +15.2% | +16.0% | -0.7% | +3.7% |
| YTD | +17.8% | +6.5% | +11.3% | +10.8% |
| 1Y | +55.6% | +4.4% | +51.2% | +48.5% |
| All | +55.6% | +4.2% | +51.3% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling