+66.4%
VTV vs BAM
+66.1%
+0.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.1% | -6.1% | +4.0% | -0.6% |
| 30D | -1.3% | -13.8% | +12.5% | +2.2% |
| 3M | +5.6% | +4.4% | +1.3% | +4.2% |
| 6M | +12.4% | +6.4% | +6.0% | +10.0% |
| YTD | +17.6% | -7.1% | +24.7% | +18.8% |
| 1Y | +23.5% | -11.8% | +35.3% | +26.0% |
| 3Y | +67.0% | +50.2% | +16.9% | +47.2% |
| All | +66.4% | +66.1% | +0.3% | +42.8% |
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