-32.0%
VFC vs BAM
+80.8%
-112.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -1.3% |
| 7D | -1.4% | -2.0% | +0.6% | +0.1% |
| 30D | +24.6% | +13.7% | +11.0% | +12.9% |
| 3M | +38.4% | -4.8% | +43.2% | +43.3% |
| 6M | +15.3% | +7.6% | +7.7% | +7.7% |
| YTD | +12.7% | +1.2% | +11.6% | +9.9% |
| 1Y | +32.7% | -2.3% | +34.9% | +32.7% |
| 3Y | +43.7% | +84.1% | -40.4% | -8.8% |
| All | -32.0% | +80.8% | -112.8% | -57.6% |
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