+221.8%
VT vs CBRE
+379.0%
-157.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.4% | -1.8% | +4.1% | +3.0% |
| 30D | -1.5% | +3.3% | -4.8% | -2.9% |
| 3M | -4.1% | -12.4% | +8.2% | -0.2% |
| 6M | +0.6% | -5.4% | +5.9% | +1.3% |
| YTD | +11.0% | -17.2% | +28.2% | +16.1% |
| 1Y | +13.3% | -13.1% | +26.4% | +16.3% |
| 3Y | +73.4% | +81.6% | -8.2% | +32.1% |
| 5Y | +57.4% | +26.4% | +31.0% | +34.2% |
| All | +221.8% | +379.0% | -157.2% | +77.3% |
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