+350.1%
CELC vs VT
+166.9%
+183.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -5.1% |
| 7D | -7.1% | -0.7% | -6.4% | -6.4% |
| 30D | -2.3% | -1.7% | -0.6% | -0.6% |
| 3M | -27.0% | -2.3% | -24.7% | -25.3% |
| 6M | -48.8% | +1.5% | -50.3% | -49.4% |
| YTD | -35.5% | +12.0% | -47.6% | -41.7% |
| 1Y | -18.8% | +12.9% | -31.6% | -27.0% |
| 3Y | +497.2% | +74.9% | +422.3% | +274.3% |
| 5Y | +272.9% | +59.9% | +213.0% | +153.4% |
| All | +350.1% | +166.9% | +183.2% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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