+324.6%
CELC vs VT
+66.2%
+258.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.3% |
| 7D | +1.1% | +1.0% | +0.1% | +0.2% |
| 30D | +0.3% | -0.2% | +0.5% | +0.5% |
| 3M | +6.4% | +4.5% | +1.8% | +2.2% |
| 6M | -19.1% | +14.1% | -33.2% | -28.5% |
| YTD | -6.7% | +14.8% | -21.5% | -18.0% |
| 1Y | +48.8% | +21.2% | +27.6% | +24.9% |
| 3Y | +920.0% | +76.6% | +843.4% | +532.4% |
| 5Y | +324.6% | +66.6% | +258.0% | +227.9% |
| All | +324.6% | +66.2% | +258.3% | +227.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling