+3,733.8%
CELH vs VTRS
-48.4%
+3,782.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -11.2% | -2.2% | -9.0% | -10.7% |
| 30D | -1.4% | +3.3% | -4.8% | -2.3% |
| 3M | -4.2% | +2.0% | -6.1% | -4.3% |
| 6M | -40.5% | +19.9% | -60.4% | -43.1% |
| YTD | -40.5% | +35.7% | -76.2% | -45.4% |
| 1Y | -53.0% | +68.1% | -121.1% | -59.1% |
| 3Y | -59.1% | +87.1% | -146.1% | -65.7% |
| 5Y | -10.7% | +47.6% | -58.3% | -23.0% |
| All | +3,733.8% | -48.4% | +3,782.2% | +3,323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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