+542.6%
VST vs BAM
+78.0%
+464.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +8.9% | -2.0% | +10.9% | +10.0% |
| 30D | +6.2% | -2.9% | +9.1% | +7.6% |
| 3M | -2.7% | +9.4% | -12.1% | -8.0% |
| 6M | -8.4% | +10.8% | -19.1% | -14.2% |
| YTD | -7.2% | -0.4% | -6.8% | -8.2% |
| 1Y | -20.9% | -10.9% | -10.0% | -17.0% |
| 3Y | +384.0% | +61.3% | +322.7% | +306.2% |
| All | +542.6% | +78.0% | +464.6% | +418.0% |
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