+142.3%
VXUS vs CBRE
+421.6%
-279.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.9% | +2.2% |
| 7D | +0.8% | +1.0% | -0.3% | +0.5% |
| 30D | -1.9% | +5.6% | -7.5% | -3.7% |
| 3M | -4.4% | -6.8% | +2.4% | -2.8% |
| 6M | -2.0% | -5.6% | +3.6% | -1.2% |
| YTD | +11.1% | -14.1% | +25.2% | +14.4% |
| 1Y | +15.1% | -9.5% | +24.5% | +16.4% |
| 3Y | +70.4% | +91.8% | -21.3% | +31.1% |
| 5Y | +47.2% | +30.3% | +16.9% | +26.1% |
| 10Y | +142.3% | +406.9% | -264.6% | +38.8% |
| All | +142.3% | +421.6% | -279.3% | +38.8% |
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