+66.8%
VWO vs BAM
+57.7%
+9.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.6% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | +1.3% | -6.0% | +7.2% | +2.8% |
| 3M | +5.1% | +7.3% | -2.2% | +2.6% |
| 6M | +12.5% | +8.2% | +4.3% | +9.4% |
| YTD | +14.0% | -3.8% | +17.9% | +14.1% |
| 1Y | +19.7% | -10.7% | +30.5% | +22.1% |
| 3Y | +66.8% | +55.3% | +11.4% | +40.1% |
| All | +66.8% | +57.7% | +9.1% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling