+377.4%
VT vs CBRE
+600.7%
-223.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.4% | -2.0% | +2.4% | +0.9% |
| 30D | +1.0% | -2.2% | +3.2% | +1.4% |
| 3M | +2.4% | +12.9% | -10.5% | -1.0% |
| 6M | +12.0% | +4.3% | +7.7% | +10.2% |
| YTD | +15.3% | -8.0% | +23.4% | +16.4% |
| 1Y | +22.6% | -8.6% | +31.1% | +23.7% |
| 3Y | +74.7% | +71.9% | +2.8% | +49.2% |
| 5Y | +66.1% | +50.0% | +16.1% | +45.3% |
| 10Y | +225.0% | +390.1% | -165.1% | +109.6% |
| All | +377.4% | +600.7% | -223.3% | +117.2% |
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 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