+158.3%
VEA vs CBRE
+256.1%
-97.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.3% | -1.8% | +4.0% | +2.7% |
| 30D | +0.2% | +3.3% | -3.1% | -0.7% |
| 3M | -5.3% | -12.4% | +7.0% | -2.6% |
| 6M | -0.9% | -5.4% | +4.4% | -0.3% |
| YTD | +12.2% | -17.2% | +29.4% | +15.9% |
| 1Y | +16.1% | -13.1% | +29.2% | +18.4% |
| 3Y | +73.0% | +81.6% | -8.6% | +45.3% |
| 5Y | +53.7% | +26.4% | +27.3% | +39.4% |
| 10Y | +159.3% | +381.6% | -222.3% | +65.7% |
| All | +158.3% | +256.1% | -97.8% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 all: compounded portfolio wealth divided by compounded CBRE 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…
all analysis · Full analysis span regression · 6 months rolling