+1,216.9%
VST vs CELH
+4,476.1%
-3,259.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.7% |
| 7D | +8.9% | -7.0% | +15.9% | +9.5% |
| 30D | +6.2% | +5.2% | +1.0% | +5.4% |
| 3M | -2.7% | +10.5% | -13.2% | -4.1% |
| 6M | -8.4% | -32.7% | +24.4% | -6.3% |
| YTD | -7.2% | -33.0% | +25.8% | -5.2% |
| 1Y | -20.9% | -49.5% | +28.6% | -17.7% |
| 3Y | +384.0% | -52.6% | +436.6% | +395.1% |
| 5Y | +757.1% | +5.2% | +751.9% | +710.7% |
| All | +1,216.9% | +4,476.1% | -3,259.3% | +887.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling