-69.9%
VFC vs CBRE
+398.3%
-468.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | -3.3% | -7.2% | +3.9% | +1.6% |
| 30D | -14.0% | -6.4% | -7.6% | -10.5% |
| 3M | -22.6% | +2.9% | -25.5% | -24.6% |
| 6M | -24.7% | +2.5% | -27.2% | -26.7% |
| YTD | -29.0% | -14.2% | -14.8% | -23.3% |
| 1Y | -13.8% | -15.1% | +1.4% | -5.9% |
| 3Y | -28.2% | +61.9% | -90.1% | -47.6% |
| 5Y | -79.0% | +42.4% | -121.4% | -83.7% |
| All | -69.9% | +398.3% | -468.2% | -87.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling