+361.1%
VST vs CELH
-53.9%
+415.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.8% |
| 7D | +8.9% | -7.0% | +15.9% | +9.7% |
| 30D | +6.2% | +5.2% | +1.0% | +5.1% |
| 3M | -2.7% | +10.5% | -13.2% | -4.7% |
| 6M | -8.4% | -32.7% | +24.4% | -4.5% |
| YTD | -7.2% | -33.0% | +25.8% | -3.5% |
| 1Y | -20.9% | -49.5% | +28.6% | -14.9% |
| All | +361.1% | -53.9% | +415.0% | +400.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling