+73.0%
VTV vs BAM
+84.8%
-11.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.5% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | +3.9% | +14.7% | -10.8% | +0.4% |
| 3M | +2.6% | -4.1% | +6.7% | +3.4% |
| 6M | +11.5% | +9.6% | +1.9% | +8.5% |
| YTD | +22.3% | +3.4% | +18.9% | +20.2% |
| 1Y | +24.5% | +1.0% | +23.5% | +23.0% |
| 3Y | +78.8% | +88.2% | -9.4% | +49.9% |
| All | +73.0% | +84.8% | -11.9% | +44.5% |
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