+3,733.8%
CELH vs VGT
+820.0%
+2,913.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.2% |
| 7D | -11.2% | -0.2% | -11.1% | -11.0% |
| 30D | -1.4% | -0.4% | -1.0% | -1.5% |
| 3M | -4.2% | +4.4% | -8.6% | -9.2% |
| 6M | -40.5% | +32.1% | -72.5% | -55.5% |
| YTD | -40.5% | +28.8% | -69.3% | -54.7% |
| 1Y | -53.0% | +35.3% | -88.4% | -65.8% |
| 3Y | -59.1% | +124.8% | -183.8% | -82.8% |
| 5Y | -10.7% | +137.9% | -148.6% | -63.0% |
| All | +3,733.8% | +820.0% | +2,913.8% | +861.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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