+297.8%
VTI vs CELH
+3,788.6%
-3,490.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | -0.9% | -11.2% | +10.3% | +0.1% |
| 30D | -1.4% | -1.4% | 0.0% | -1.4% |
| 3M | +3.6% | -4.2% | +7.7% | +3.4% |
| 6M | +13.6% | -40.5% | +54.1% | +18.0% |
| YTD | +12.9% | -40.5% | +53.4% | +17.0% |
| 1Y | +17.2% | -53.0% | +70.2% | +23.4% |
| 3Y | +75.7% | -59.1% | +134.7% | +81.6% |
| 5Y | +75.4% | -10.7% | +86.1% | +60.4% |
| All | +297.8% | +3,788.6% | -3,490.8% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling