-41.6%
CHWY vs VFC
-81.1%
+39.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -4.0% |
| 7D | -13.6% | -1.4% | -12.2% | -13.3% |
| 30D | -8.5% | -9.0% | +0.4% | -6.6% |
| 3M | +8.9% | -24.2% | +33.1% | +15.4% |
| 6M | -20.5% | -18.5% | -2.0% | -17.4% |
| YTD | -38.2% | -25.9% | -12.3% | -34.6% |
| 1Y | -43.3% | -13.0% | -30.3% | -42.9% |
| 3Y | -8.5% | -20.3% | +11.8% | -15.1% |
| 5Y | -72.7% | -78.1% | +5.3% | -66.1% |
| All | -41.6% | -81.1% | +39.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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