+135.2%
VGT vs CBRE
+42.7%
+92.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | +1.5% | -1.7% | +3.2% | +2.1% |
| 30D | +0.5% | -3.0% | +3.5% | +1.3% |
| 3M | +5.3% | +2.6% | +2.6% | +3.0% |
| 6M | +32.4% | +2.0% | +30.4% | +29.3% |
| YTD | +28.6% | -13.1% | +41.7% | +33.6% |
| 1Y | +37.6% | -13.8% | +51.5% | +43.0% |
| 3Y | +125.5% | +63.9% | +61.6% | +63.7% |
| 5Y | +135.2% | +42.3% | +92.9% | +78.1% |
| All | +135.2% | +42.7% | +92.5% | +78.1% |
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