-42.5%
CHWY vs VICR
+272.1%
-314.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.7% | -1.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | -1.5% | -13.9% | +12.4% | -1.8% |
| 3M | +13.6% | -38.4% | +52.0% | +13.4% |
| 6M | -7.3% | -7.2% | 0.0% | -10.1% |
| YTD | -28.4% | +72.0% | -100.4% | -28.5% |
| 1Y | -42.5% | +263.3% | -305.8% | -40.8% |
| All | -42.5% | +272.1% | -314.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling