+927.0%
VTI vs CBRE
+2,146.2%
-1,219.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.3% |
| 7D | +0.6% | -1.5% | +2.2% | +1.0% |
| 30D | -1.1% | -4.0% | +2.9% | -0.3% |
| 3M | +3.9% | +8.0% | -4.1% | +1.7% |
| 6M | +14.6% | +4.0% | +10.7% | +12.9% |
| YTD | +13.3% | -11.5% | +24.8% | +15.4% |
| 1Y | +19.2% | -13.0% | +32.2% | +21.6% |
| 3Y | +77.4% | +66.9% | +10.5% | +53.8% |
| 5Y | +74.0% | +45.0% | +29.0% | +54.8% |
| 10Y | +294.6% | +385.0% | -90.4% | +163.1% |
| All | +927.0% | +2,146.2% | -1,219.2% | +329.2% |
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