+3,733.8%
CELH vs VTV
+234.5%
+3,499.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.4% |
| 7D | -11.2% | -1.1% | -10.1% | -10.0% |
| 30D | -1.4% | -1.0% | -0.4% | -0.1% |
| 3M | -4.2% | +4.6% | -8.8% | -8.8% |
| 6M | -40.5% | +13.5% | -54.0% | -48.5% |
| YTD | -40.5% | +18.5% | -59.0% | -51.0% |
| 1Y | -53.0% | +22.9% | -75.9% | -62.8% |
| 3Y | -59.1% | +67.8% | -126.9% | -77.3% |
| 5Y | -10.7% | +81.8% | -92.6% | -52.3% |
| All | +3,733.8% | +234.5% | +3,499.3% | +1,552.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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