+1,083.1%
VST vs CELH
+4,853.7%
-3,770.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.2% | +4.1% | +7.1% |
| 7D | -0.5% | +10.8% | -11.3% | -1.2% |
| 30D | -17.1% | +16.1% | -33.2% | -18.0% |
| 3M | -4.6% | +19.5% | -24.1% | -6.1% |
| 6M | -9.1% | +2.8% | -11.9% | -10.0% |
| YTD | -16.6% | -27.4% | +10.8% | -15.4% |
| 1Y | -29.5% | -20.1% | -9.4% | -29.1% |
| 3Y | +297.5% | -42.9% | +340.4% | +301.4% |
| 5Y | +654.5% | -1.9% | +656.4% | +614.0% |
| 10Y | +1,205.2% | +4,878.5% | -3,673.3% | +870.5% |
| All | +1,083.1% | +4,853.7% | -3,770.6% | +781.2% |
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 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