+13.3%
CHWY vs VLTO
+25.1%
-11.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.8% | -10.0% | -10.5% |
| 7D | -14.1% | -2.6% | -11.6% | -13.2% |
| 30D | -8.1% | -2.5% | -5.7% | -7.2% |
| 3M | +1.7% | +10.1% | -8.4% | -1.9% |
| 6M | -20.7% | +1.0% | -21.7% | -21.1% |
| YTD | -37.2% | -4.8% | -32.4% | -36.3% |
| 1Y | -50.7% | -9.3% | -41.4% | -49.3% |
| All | +13.3% | +25.1% | -11.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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