+1,058.9%
VST vs CELH
+4,795.5%
-3,736.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.0% |
| 7D | -6.0% | +9.4% | -15.4% | -6.6% |
| 30D | -18.8% | +14.8% | -33.5% | -19.6% |
| 3M | -8.0% | +20.5% | -28.6% | -9.5% |
| 6M | -10.9% | +1.6% | -12.5% | -11.7% |
| YTD | -18.3% | -28.3% | +10.0% | -17.1% |
| 1Y | -29.9% | -26.4% | -3.5% | -29.1% |
| 3Y | +290.3% | -43.0% | +333.3% | +294.2% |
| 5Y | +635.3% | +4.8% | +630.5% | +594.0% |
| 10Y | +1,162.4% | +4,820.0% | -3,657.6% | +839.4% |
| All | +1,058.9% | +4,795.5% | -3,736.6% | +763.9% |
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 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