+73.1%
VXUS vs BAM
+81.2%
-8.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +2.1% | -2.7% | +4.8% | +2.9% |
| 30D | -1.1% | +15.5% | -16.6% | -5.3% |
| 3M | -5.6% | -6.9% | +1.2% | -3.9% |
| 6M | -2.3% | +9.9% | -12.1% | -5.4% |
| YTD | +10.4% | +1.4% | +9.0% | +8.7% |
| 1Y | +13.1% | +3.3% | +9.8% | +10.7% |
| 3Y | +68.0% | +83.6% | -15.6% | +35.7% |
| All | +73.1% | +81.2% | -8.1% | +38.9% |
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