+2,397.0%
VRT vs CELH
+1,802.1%
+594.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -2.0% | -5.1% |
| 7D | -7.7% | -15.8% | +8.1% | -5.2% |
| 30D | -12.0% | -5.2% | -6.8% | -11.5% |
| 3M | -11.7% | -6.1% | -5.5% | -12.1% |
| 6M | -8.1% | -40.9% | +32.8% | -2.0% |
| YTD | +53.2% | -41.8% | +95.0% | +63.0% |
| 1Y | +81.7% | -52.6% | +134.3% | +98.2% |
| 3Y | +535.3% | -60.4% | +595.7% | +583.5% |
| 5Y | +916.4% | -12.6% | +929.0% | +793.0% |
| All | +2,397.0% | +1,802.1% | +594.9% | +1,594.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling