+2,723.0%
VRT vs CELH
+2,090.0%
+633.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +4.8% |
| 7D | +9.1% | -7.0% | +16.2% | +10.3% |
| 30D | +0.9% | +5.2% | -4.2% | -0.7% |
| 3M | -13.4% | +10.5% | -23.9% | -16.0% |
| 6M | +11.7% | -32.7% | +44.4% | +16.7% |
| YTD | +73.2% | -33.0% | +106.2% | +80.3% |
| 1Y | +123.4% | -49.5% | +173.0% | +141.5% |
| 3Y | +606.2% | -52.6% | +658.8% | +638.3% |
| 5Y | +899.9% | +5.2% | +894.7% | +756.0% |
| All | +2,723.0% | +2,090.0% | +633.0% | +1,773.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling