-100.0%
CELZ vs VT
+224.5%
-324.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -2.6% | +0.4% | -3.1% | -2.8% |
| 30D | +66.0% | +1.0% | +65.0% | +65.3% |
| 3M | -47.6% | +2.4% | -50.0% | -48.1% |
| 6M | -40.3% | +12.0% | -52.3% | -43.0% |
| YTD | -43.4% | +15.3% | -58.7% | -46.4% |
| 1Y | -66.3% | +22.6% | -88.8% | -68.7% |
| 3Y | -75.7% | +74.7% | -150.4% | -79.7% |
| 5Y | -99.2% | +66.1% | -165.3% | -99.3% |
| All | -100.0% | +224.5% | -324.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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