+2,826.7%
VRT vs CELH
+2,011.4%
+815.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +4.2% |
| 7D | +13.6% | -3.8% | +17.4% | +14.2% |
| 30D | +6.8% | +6.4% | +0.3% | +5.4% |
| 3M | -3.2% | +5.6% | -8.8% | -5.5% |
| 6M | +20.3% | -31.1% | +51.5% | +25.2% |
| YTD | +79.6% | -35.4% | +115.0% | +87.9% |
| 1Y | +139.0% | -46.9% | +185.9% | +156.0% |
| 3Y | +644.6% | -56.0% | +700.6% | +687.7% |
| 5Y | +1,024.4% | +1.2% | +1,023.1% | +867.9% |
| All | +2,826.7% | +2,011.4% | +815.3% | +1,852.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CELH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling