+3,733.8%
CELH vs VUG
+424.8%
+3,309.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.2% |
| 7D | -11.2% | -0.5% | -10.7% | -10.7% |
| 30D | -1.4% | -1.0% | -0.5% | -0.5% |
| 3M | -4.2% | +3.5% | -7.7% | -8.2% |
| 6M | -40.5% | +14.2% | -54.7% | -49.4% |
| YTD | -40.5% | +8.5% | -49.0% | -46.6% |
| 1Y | -53.0% | +12.9% | -65.9% | -59.5% |
| 3Y | -59.1% | +85.6% | -144.7% | -81.3% |
| 5Y | -10.7% | +78.1% | -88.8% | -54.8% |
| All | +3,733.8% | +424.8% | +3,309.1% | +977.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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