-100.0%
CELZ vs VT
+233.5%
-333.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -2.0% |
| 7D | -9.5% | -0.3% | -9.2% | -9.7% |
| 30D | -29.1% | -1.4% | -27.7% | -29.9% |
| 3M | -0.7% | -1.4% | +0.7% | -2.1% |
| 6M | -70.0% | +5.5% | -75.4% | -69.0% |
| YTD | -66.7% | +12.8% | -79.6% | -64.1% |
| 1Y | -77.1% | +15.4% | -92.6% | -74.9% |
| 3Y | -86.0% | +76.9% | -162.8% | -77.5% |
| 5Y | -99.0% | +60.4% | -159.4% | -98.9% |
| 10Y | -100.0% | +232.8% | -332.8% | -100.0% |
| All | -100.0% | +233.5% | -333.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling