-29.4%
VST vs BAM
+12.2%
-41.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.1% | -6.3% |
| 7D | -19.9% | +7.9% | -27.9% | -20.0% |
| 30D | -29.7% | +16.0% | -45.7% | -30.8% |
| 3M | -19.6% | +0.6% | -20.2% | -18.4% |
| 6M | -29.4% | +10.5% | -39.9% | -30.3% |
| All | -29.4% | +12.2% | -41.6% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling