-30.9%
VFC vs BAM
+86.2%
-117.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | +11.2% | +9.7% | +1.5% | +3.4% |
| 30D | +41.5% | +19.0% | +22.5% | +23.6% |
| 3M | +38.9% | +0.6% | +38.4% | +37.6% |
| 6M | +6.1% | +11.1% | -4.9% | -3.2% |
| YTD | +14.5% | +4.2% | +10.4% | +9.1% |
| 1Y | +46.0% | +3.3% | +42.6% | +39.7% |
| 3Y | +36.4% | +88.8% | -52.4% | -15.2% |
| All | -30.9% | +86.2% | -117.1% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling