+119.6%
VTR vs BAM
+90.5%
+29.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.4% |
| 7D | +3.2% | +5.3% | -2.1% | +2.3% |
| 30D | +9.1% | +18.1% | -9.0% | +6.1% |
| 3M | -3.6% | +4.2% | -7.8% | -4.5% |
| 6M | +3.8% | +11.1% | -7.3% | +1.4% |
| YTD | +17.8% | +6.6% | +11.2% | +15.6% |
| 1Y | +20.5% | +6.2% | +14.3% | +18.2% |
| 3Y | +132.4% | +95.0% | +37.4% | +86.5% |
| All | +119.6% | +90.5% | +29.0% | +74.7% |
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 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