+120.8%
VUG vs BAM
+81.2%
+39.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +2.5% | -2.7% | +5.2% | +3.5% |
| 30D | -6.3% | +15.5% | -21.8% | -11.4% |
| 3M | -6.0% | -6.9% | +0.8% | -3.8% |
| 6M | -3.5% | +9.9% | -13.4% | -7.7% |
| YTD | +3.9% | +1.4% | +2.5% | +2.0% |
| 1Y | +5.1% | +3.3% | +1.8% | +2.3% |
| 3Y | +77.9% | +83.6% | -5.8% | +42.0% |
| All | +120.8% | +81.2% | +39.6% | +74.8% |
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 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