+2,223.5%
VGT vs CBRE
+2,001.9%
+221.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +2.5% | -1.8% | +4.2% | +2.9% |
| 30D | -9.5% | +3.3% | -12.8% | -10.4% |
| 3M | -9.5% | -12.4% | +2.9% | -7.1% |
| 6M | -1.8% | -5.4% | +3.6% | -1.4% |
| YTD | +18.4% | -17.2% | +35.6% | +22.0% |
| 1Y | +18.7% | -13.1% | +31.8% | +20.9% |
| 3Y | +103.8% | +81.6% | +22.2% | +72.9% |
| 5Y | +104.4% | +26.4% | +77.9% | +87.7% |
| 10Y | +716.9% | +381.6% | +335.3% | +450.2% |
| All | +2,223.5% | +2,001.9% | +221.6% | +773.9% |
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