-67.9%
VFC vs CBRE
+26.4%
-94.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.6% |
| 7D | +11.2% | +5.2% | +6.0% | +7.1% |
| 30D | +41.5% | +6.2% | +35.3% | +34.7% |
| 3M | +38.9% | -8.1% | +47.0% | +46.4% |
| 6M | +6.1% | -6.6% | +12.8% | +9.7% |
| YTD | +14.5% | -15.7% | +30.3% | +25.9% |
| 1Y | +46.0% | -9.7% | +55.6% | +52.0% |
| 3Y | +36.4% | +80.4% | -44.0% | -14.0% |
| All | -67.9% | +26.4% | -94.2% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling