+1,179.1%
VST vs CELH
+4,391.5%
-3,212.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.1% |
| 7D | +19.2% | +6.2% | +13.0% | +18.7% |
| 30D | -17.2% | +14.2% | -31.3% | -18.0% |
| 3M | -8.1% | +15.5% | -23.6% | -9.3% |
| 6M | -8.1% | +7.7% | -15.8% | -9.4% |
| YTD | -16.3% | -30.3% | +14.0% | -14.8% |
| 1Y | -24.1% | -29.0% | +4.9% | -23.0% |
| 3Y | +300.2% | -44.5% | +344.7% | +305.0% |
| 5Y | +645.9% | +14.8% | +631.1% | +602.3% |
| All | +1,179.1% | +4,391.5% | -3,212.4% | +954.2% |
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