+348.0%
VT vs CBRE
+546.2%
-198.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.3% |
| 7D | -4.2% | +6.0% | -10.2% | -5.6% |
| 30D | -5.8% | +4.4% | -10.2% | -7.0% |
| 3M | -5.2% | -9.8% | +4.6% | -3.2% |
| 6M | +0.1% | -4.4% | +4.5% | +0.4% |
| YTD | +8.2% | -15.2% | +23.4% | +11.1% |
| 1Y | +10.1% | -9.1% | +19.3% | +11.1% |
| 3Y | +69.7% | +79.4% | -9.7% | +43.2% |
| 5Y | +53.4% | +27.8% | +25.6% | +39.1% |
| 10Y | +219.2% | +416.1% | -196.9% | +103.7% |
| All | +348.0% | +546.2% | -198.2% | +107.4% |
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