+121.7%
VTR vs BAM
+88.1%
+33.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +3.8% | +5.0% | -1.2% | +2.9% |
| 30D | +10.1% | +16.6% | -6.5% | +7.3% |
| 3M | -1.2% | +2.2% | -3.4% | -1.8% |
| 6M | +4.8% | +9.7% | -4.9% | +2.6% |
| YTD | +18.9% | +5.2% | +13.7% | +16.9% |
| 1Y | +21.8% | +3.9% | +17.9% | +19.9% |
| 3Y | +132.0% | +91.5% | +40.4% | +86.8% |
| All | +121.7% | +88.1% | +33.6% | +76.7% |
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