+4,553.5%
CELH vs VCIT
+30.9%
+4,522.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +7.4% | -0.5% | +7.9% | +8.2% |
| 30D | +16.4% | +1.5% | +14.9% | +13.8% |
| 3M | +17.6% | -1.0% | +18.6% | +19.5% |
| 6M | +7.8% | -1.7% | +9.5% | +10.9% |
| YTD | -27.8% | -1.4% | -26.4% | -26.0% |
| 1Y | -24.4% | -0.9% | -23.5% | -23.1% |
| 3Y | -42.5% | +19.8% | -62.3% | -56.4% |
| 5Y | +1.4% | +4.6% | -3.2% | -8.8% |
| 10Y | +4,553.5% | +31.5% | +4,522.0% | +3,359.0% |
| All | +4,553.5% | +30.9% | +4,522.6% | +3,359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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