-84.8%
CELZ vs VT
+76.6%
-161.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -5.3% |
| 7D | -9.5% | -0.3% | -9.2% | -9.1% |
| 30D | -29.1% | -1.4% | -27.7% | -27.8% |
| 3M | -0.7% | -1.4% | +0.7% | +1.4% |
| 6M | -70.0% | +5.5% | -75.4% | -71.6% |
| YTD | -66.7% | +12.8% | -79.6% | -70.6% |
| 1Y | -77.1% | +15.4% | -92.6% | -80.3% |
| All | -84.8% | +76.6% | -161.4% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling