+473.4%
VST vs BAM
+81.2%
+392.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +6.6% | -2.7% | +9.3% | +8.0% |
| 30D | -12.4% | +15.5% | -27.9% | -19.4% |
| 3M | -9.0% | -6.9% | -2.1% | -6.5% |
| 6M | -6.4% | +9.9% | -16.3% | -12.6% |
| YTD | -17.2% | +1.4% | -18.6% | -19.6% |
| 1Y | -22.0% | +3.3% | -25.3% | -25.2% |
| 3Y | +296.7% | +83.6% | +213.0% | +219.8% |
| All | +473.4% | +81.2% | +392.2% | +353.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling