+420.5%
VUG vs CBRE
+381.8%
+38.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | -1.7% | -3.0% | +1.3% | -0.9% |
| 3M | +2.8% | +2.6% | +0.2% | +1.1% |
| 6M | +13.6% | +2.0% | +11.6% | +11.6% |
| YTD | +8.1% | -13.1% | +21.2% | +11.8% |
| 1Y | +13.1% | -13.8% | +26.9% | +17.0% |
| 3Y | +87.0% | +63.9% | +23.1% | +46.4% |
| 5Y | +76.0% | +42.3% | +33.6% | +43.1% |
| 10Y | +420.5% | +401.2% | +19.3% | +175.9% |
| All | +420.5% | +381.8% | +38.7% | +175.9% |
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