+53.4%
VT vs CBRE
+27.7%
+25.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.0% |
| 7D | -4.2% | +6.0% | -10.2% | -6.0% |
| 30D | -5.8% | +4.4% | -10.2% | -7.3% |
| 3M | -5.2% | -9.8% | +4.6% | -2.5% |
| 6M | +0.1% | -4.4% | +4.5% | +0.5% |
| YTD | +8.2% | -15.2% | +23.4% | +12.3% |
| 1Y | +10.1% | -9.1% | +19.3% | +11.2% |
| 3Y | +69.7% | +79.4% | -9.7% | +25.9% |
| 5Y | +53.4% | +27.8% | +25.6% | +26.2% |
| All | +53.4% | +27.7% | +25.7% | +26.2% |
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