-70.1%
VFC vs CBRE
+398.3%
-468.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.4% |
| 7D | -4.0% | -7.2% | +3.3% | +0.9% |
| 30D | -14.6% | -6.4% | -8.2% | -11.1% |
| 3M | -23.1% | +2.9% | -26.0% | -25.1% |
| 6M | -25.2% | +2.5% | -27.8% | -27.2% |
| YTD | -29.5% | -14.2% | -15.3% | -23.8% |
| 1Y | -14.4% | -15.1% | +0.8% | -6.5% |
| 3Y | -28.7% | +61.9% | -90.6% | -47.9% |
| 5Y | -79.1% | +42.4% | -121.5% | -83.8% |
| All | -70.1% | +398.3% | -468.4% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling