+2,010.2%
VRT vs CBRE
+169.0%
+1,841.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +18.6% | -2.8% | +21.4% | +20.2% |
| 30D | -11.7% | +2.2% | -13.9% | -13.0% |
| 3M | -27.3% | -10.1% | -17.2% | -24.4% |
| 6M | -42.9% | -8.0% | -34.9% | -42.2% |
| YTD | +29.5% | -17.6% | +47.1% | +34.7% |
| 1Y | +21.0% | -14.7% | +35.8% | +23.5% |
| 3Y | +403.1% | +80.4% | +322.8% | +230.6% |
| 5Y | +688.8% | +25.9% | +662.9% | +524.9% |
| All | +2,010.2% | +169.0% | +1,841.2% | +1,043.6% |
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