-8.5%
CHWY vs VICR
+209.3%
-217.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.2% | -14.2% | -3.9% |
| 7D | -13.6% | +5.0% | -18.6% | -14.0% |
| 30D | -8.5% | -12.5% | +3.9% | -7.9% |
| 3M | +8.9% | -33.6% | +42.5% | +11.2% |
| 6M | -20.5% | +10.7% | -31.1% | -25.0% |
| YTD | -38.2% | +80.6% | -118.7% | -45.5% |
| 1Y | -43.3% | +288.4% | -331.6% | -56.1% |
| 3Y | -8.5% | +213.8% | -222.3% | -27.2% |
| All | -8.5% | +209.3% | -217.8% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling