-39.3%
VG vs BAM
-7.9%
-31.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.7% | -2.0% | +3.7% | +2.3% |
| 30D | +16.0% | -2.9% | +18.9% | +16.6% |
| 3M | +9.7% | +9.4% | +0.3% | +3.6% |
| 6M | +29.6% | +10.8% | +18.8% | +18.1% |
| YTD | +112.0% | -0.4% | +112.5% | +108.0% |
| 1Y | +12.8% | -10.9% | +23.7% | +24.8% |
| All | -39.3% | -7.9% | -31.4% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling