-100.0%
CELZ vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -5.0% | -2.3% | -2.7% | -3.9% |
| 30D | -30.0% | -5.0% | -25.1% | -28.3% |
| 3M | -45.9% | -4.9% | -41.0% | -44.5% |
| 6M | -72.1% | -1.5% | -70.6% | -71.8% |
| YTD | -68.3% | +8.5% | -76.7% | -69.0% |
| 1Y | -79.1% | +11.4% | -90.4% | -79.8% |
| 3Y | -85.5% | +70.1% | -155.6% | -87.6% |
| 5Y | -99.1% | +53.7% | -152.8% | -99.2% |
| All | -100.0% | +215.5% | -315.5% | -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