+651.8%
VTI vs CELH
+232.9%
+418.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | -0.5% |
| 7D | -2.0% | -15.8% | +13.7% | -1.6% |
| 30D | -1.9% | -5.2% | +3.3% | -1.9% |
| 3M | +4.5% | -6.1% | +10.7% | +4.5% |
| 6M | +12.6% | -40.9% | +53.4% | +13.7% |
| YTD | +12.0% | -41.8% | +53.8% | +13.1% |
| 1Y | +17.3% | -52.6% | +70.0% | +18.8% |
| 3Y | +75.3% | -60.4% | +135.7% | +77.0% |
| 5Y | +74.0% | -12.6% | +86.6% | +71.3% |
| 10Y | +300.0% | +3,704.3% | -3,404.3% | +267.9% |
| All | +651.8% | +232.9% | +418.9% | +510.4% |
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