+977.6%
VRT vs CELH
-10.8%
+988.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.1% |
| 7D | -8.4% | -11.2% | +2.9% | -5.9% |
| 30D | -10.9% | -1.4% | -9.4% | -10.9% |
| 3M | -13.7% | -4.2% | -9.5% | -14.7% |
| 6M | -4.1% | -40.5% | +36.3% | +5.2% |
| YTD | +58.7% | -40.5% | +99.2% | +72.9% |
| 1Y | +89.6% | -53.0% | +142.6% | +116.0% |
| 3Y | +558.1% | -59.1% | +617.2% | +631.3% |
| All | +977.6% | -10.8% | +988.4% | +624.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling