+465.5%
VST vs BAM
+88.1%
+377.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.4% |
| 7D | -6.0% | +5.0% | -11.0% | -8.5% |
| 30D | -18.8% | +16.6% | -35.4% | -25.4% |
| 3M | -8.0% | +2.2% | -10.2% | -9.9% |
| 6M | -10.9% | +9.7% | -20.6% | -16.5% |
| YTD | -18.3% | +5.2% | -23.6% | -22.1% |
| 1Y | -29.9% | +3.9% | -33.8% | -32.8% |
| 3Y | +290.3% | +91.5% | +198.8% | +208.9% |
| All | +465.5% | +88.1% | +377.4% | +339.9% |
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