+4,043.9%
CELH vs VCIT
+29.0%
+4,015.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +6.4% | -0.8% | +7.2% | +7.8% |
| 3M | +5.6% | -0.5% | +6.1% | +6.8% |
| 6M | -31.1% | -1.4% | -29.7% | -29.5% |
| YTD | -35.4% | -0.8% | -34.6% | -34.4% |
| 1Y | -46.9% | +0.3% | -47.2% | -47.0% |
| 3Y | -56.0% | +19.2% | -75.2% | -66.2% |
| 5Y | +1.2% | +3.6% | -2.3% | -8.4% |
| 10Y | +4,043.9% | +29.3% | +4,014.7% | +2,857.2% |
| All | +4,043.9% | +29.0% | +4,015.0% | +2,857.2% |
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