+297.5%
VST vs CELH
-45.1%
+342.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.2% | +4.1% | +7.0% |
| 7D | -0.5% | +10.8% | -11.3% | -1.5% |
| 30D | -17.1% | +16.1% | -33.2% | -18.3% |
| 3M | -4.6% | +19.5% | -24.1% | -6.6% |
| 6M | -9.1% | +2.8% | -11.9% | -10.1% |
| YTD | -16.6% | -27.4% | +10.8% | -14.2% |
| 1Y | -29.5% | -20.1% | -9.4% | -28.5% |
| 3Y | +297.5% | -42.9% | +340.4% | +330.9% |
| All | +297.5% | -45.1% | +342.6% | +330.9% |
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