-34.9%
VST vs CELH
-47.2%
+12.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -13.8% |
| 7D | -15.7% | +9.9% | -25.6% | -15.6% |
| 30D | -17.0% | +11.7% | -28.7% | -16.9% |
| 3M | -15.9% | +4.1% | -20.0% | -15.8% |
| 6M | -25.0% | -8.4% | -16.6% | -24.2% |
| YTD | -25.1% | -32.8% | +7.7% | -22.9% |
| 1Y | -34.9% | -48.4% | +13.5% | -33.0% |
| All | -34.9% | -47.2% | +12.3% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling