-25.5%
VFC vs BAM
+61.4%
-86.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +1.9% |
| 7D | -1.6% | -2.0% | +0.4% | 0.0% |
| 30D | -11.6% | -2.9% | -8.7% | -9.9% |
| 3M | -18.1% | +9.4% | -27.5% | -24.3% |
| 6M | -27.4% | +10.8% | -38.1% | -33.8% |
| YTD | -24.8% | -0.4% | -24.4% | -25.8% |
| 1Y | -8.2% | -10.9% | +2.7% | -1.1% |
| All | -25.5% | +61.4% | -86.9% | -56.1% |
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