+146.4%
VXUS vs CBRE
+378.3%
-231.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.8% |
| 7D | +1.6% | -1.5% | +3.1% | +2.0% |
| 30D | +1.0% | -4.0% | +5.0% | +2.0% |
| 3M | +5.7% | +8.0% | -2.4% | +2.5% |
| 6M | +13.6% | +4.0% | +9.6% | +11.3% |
| YTD | +17.4% | -11.5% | +28.9% | +20.1% |
| 1Y | +25.1% | -13.0% | +38.1% | +28.4% |
| 3Y | +75.8% | +66.9% | +8.9% | +42.1% |
| 5Y | +55.4% | +45.0% | +10.3% | +28.9% |
| 10Y | +146.4% | +385.0% | -238.6% | +39.7% |
| All | +146.4% | +378.3% | -231.9% | +39.7% |
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