+1,238.2%
VST vs CELH
+4,311.9%
-3,073.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +1.9% |
| 7D | +9.9% | -3.8% | +13.7% | +10.2% |
| 30D | +7.9% | +6.4% | +1.5% | +7.3% |
| 3M | +3.4% | +5.6% | -2.1% | +2.3% |
| 6M | -4.1% | -31.1% | +27.0% | -2.1% |
| YTD | -5.7% | -35.4% | +29.7% | -3.4% |
| 1Y | -18.9% | -46.9% | +28.0% | -16.0% |
| 3Y | +359.1% | -56.0% | +415.1% | +372.0% |
| 5Y | +766.9% | +1.2% | +765.6% | +722.2% |
| All | +1,238.2% | +4,311.9% | -3,073.7% | +906.4% |
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