-29.9%
VST vs CELH
-25.9%
-4.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.0% |
| 7D | -6.0% | +9.4% | -15.4% | -6.0% |
| 30D | -18.8% | +14.8% | -33.5% | -18.7% |
| 3M | -8.0% | +20.5% | -28.6% | -8.0% |
| 6M | -10.9% | +1.6% | -12.5% | -10.1% |
| YTD | -18.3% | -28.3% | +10.0% | -15.3% |
| 1Y | -29.9% | -26.4% | -3.5% | -28.0% |
| All | -29.9% | -25.9% | -4.0% | -28.0% |
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