+213.7%
VT vs CBRE
+397.3%
-183.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.3% | +5.2% | -7.5% | -4.0% |
| 30D | -5.0% | +6.2% | -11.2% | -7.2% |
| 3M | -4.9% | -8.1% | +3.2% | -2.7% |
| 6M | -1.5% | -6.6% | +5.1% | -0.4% |
| YTD | +8.5% | -15.7% | +24.2% | +12.8% |
| 1Y | +11.4% | -9.7% | +21.0% | +12.7% |
| 3Y | +70.1% | +80.4% | -10.3% | +30.0% |
| 5Y | +53.7% | +27.0% | +26.7% | +30.9% |
| All | +213.7% | +397.3% | -183.6% | +73.0% |
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 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