-100.0%
CELZ vs VT
+214.8%
-314.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -3.0% | -5.1% |
| 7D | -10.7% | -4.2% | -6.5% | -8.8% |
| 30D | -32.7% | -5.8% | -26.9% | -30.7% |
| 3M | -9.4% | -5.2% | -4.1% | -6.8% |
| 6M | -72.8% | +0.1% | -73.0% | -72.7% |
| YTD | -69.1% | +8.2% | -77.3% | -69.8% |
| 1Y | -78.4% | +10.1% | -88.5% | -79.0% |
| 3Y | -87.0% | +69.7% | -156.6% | -88.8% |
| 5Y | -99.1% | +53.4% | -152.5% | -99.2% |
| All | -100.0% | +214.8% | -314.8% | -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