-41.6%
CHWY vs VCLT
+3.6%
-45.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -13.6% | -1.4% | -12.3% | -12.7% |
| 30D | -8.5% | -1.2% | -7.4% | -7.7% |
| 3M | +8.9% | -4.8% | +13.7% | +13.2% |
| 6M | -20.5% | -2.6% | -17.9% | -18.6% |
| YTD | -38.2% | -3.3% | -34.8% | -36.4% |
| 1Y | -43.3% | -4.8% | -38.4% | -41.0% |
| 3Y | -8.5% | +11.5% | -20.1% | -15.9% |
| 5Y | -72.7% | -17.0% | -55.8% | -70.7% |
| All | -41.6% | +3.6% | -45.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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